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 | 1.00% | 1.01 CHF | 1.02 CHF | 83'000 | 83'000 | 83'023 | 83'023 | 82'771 CHF | 83'601 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 83'000 | 83'000 | 83'297 | 83'297 | 81'875 CHF | 82'708 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 84'000 | 84'000 | 83'234 | 83'234 | 82'801 CHF | 83'634 CHF | 99.93% | 99.93% |
10.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 83'000 | 83'000 | 83'483 | 83'483 | 81'941 CHF | 82'776 CHF | 100.00% | 100.00% |
09.07.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 84'000 | 84'000 | 83'871 | 83'871 | 81'695 CHF | 82'533 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 83'000 | 83'000 | 82'362 | 82'362 | 84'919 CHF | 85'743 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 83'000 | 83'000 | 83'055 | 83'055 | 83'314 CHF | 84'144 CHF | 99.99% | 99.99% |
04.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 83'000 | 83'000 | 83'584 | 83'584 | 82'452 CHF | 83'288 CHF | 100.00% | 100.00% |
03.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 85'000 | 85'000 | 84'828 | 84'828 | 79'518 CHF | 80'367 CHF | 100.00% | 100.00% |
02.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 86'000 | 86'000 | 86'496 | 86'496 | 75'234 CHF | 76'098 CHF | 100.00% | 100.00% |