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 | 1.05% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'908 CHF | 71'658 CHF | 99.61% | 99.61% |
12.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'040 CHF | 71'790 CHF | 99.01% | 99.01% |
11.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'839 CHF | 72'589 CHF | 93.88% | 93.88% |
10.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'863 CHF | 69'613 CHF | 100.00% | 100.00% |
09.07.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'451 CHF | 74'201 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'656 CHF | 75'406 CHF | 97.53% | 97.53% |
05.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'752 CHF | 74'502 CHF | 98.69% | 98.69% |
04.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'677 CHF | 74'427 CHF | 87.44% | 87.44% |
03.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'285 CHF | 73'035 CHF | 99.95% | 99.95% |
02.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'541 CHF | 68'291 CHF | 100.00% | 100.00% |