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 | 1.04% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'427 CHF | 72'177 CHF | 99.69% | 99.69% |
12.07.2024 | 1.31% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'606 CHF | 72'547 CHF | 99.01% | 99.01% |
11.07.2024 | 1.34% | 0.95 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'433 CHF | 70'367 CHF | 99.09% | 99.09% |
10.07.2024 | 1.14% | 0.93 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'561 CHF | 71'367 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'705 CHF | 75'480 CHF | 100.00% | 100.00% |
08.07.2024 | 1.16% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'948 CHF | 74'811 CHF | 100.00% | 100.00% |
05.07.2024 | 1.35% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'493 CHF | 75'502 CHF | 96.57% | 96.57% |
04.07.2024 | 1.60% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'785 CHF | 71'928 CHF | 100.00% | 100.00% |
03.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'923 CHF | 69'673 CHF | 100.00% | 100.00% |
02.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'914 | 75'000 | 55'108 CHF | 55'212 CHF | 100.00% | 100.00% |