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 | 0.97% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'076 CHF | 87'927 CHF | 99.70% | 99.70% |
12.07.2024 | 1.23% | 1.16 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'029 CHF | 88'106 CHF | 99.01% | 99.01% |
11.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'183 CHF | 85'933 CHF | 99.09% | 99.09% |
10.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'311 CHF | 87'061 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'455 CHF | 91'230 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'698 CHF | 90'561 CHF | 100.00% | 100.00% |
05.07.2024 | 0.91% | 1.18 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'169 CHF | 90'993 CHF | 96.57% | 96.57% |
04.07.2024 | 1.06% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'362 CHF | 87'285 CHF | 100.00% | 100.00% |
03.07.2024 | 1.01% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'566 CHF | 85'423 CHF | 100.00% | 100.00% |
02.07.2024 | 1.27% | 0.94 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'065 CHF | 70'962 CHF | 100.00% | 100.00% |