Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'271 CHF | 68'021 CHF | 99.61% | 99.61% |
12.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'291 CHF | 68'041 CHF | 99.01% | 99.01% |
11.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'089 CHF | 68'839 CHF | 93.88% | 93.88% |
10.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'113 CHF | 65'863 CHF | 100.00% | 100.00% |
09.07.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'980 CHF | 70'730 CHF | 100.00% | 100.00% |
08.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'224 CHF | 71'974 CHF | 97.53% | 97.53% |
05.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'265 CHF | 71'015 CHF | 98.69% | 98.69% |
04.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'222 CHF | 70'972 CHF | 87.44% | 87.44% |
03.07.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'875 CHF | 69'625 CHF | 99.95% | 99.95% |
02.07.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'791 CHF | 64'541 CHF | 100.00% | 100.00% |