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 | 1.16% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'323 CHF | 65'073 CHF | 98.73% | 98.73% |
12.07.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'122 CHF | 65'872 CHF | 99.38% | 99.38% |
11.07.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'274 CHF | 68'024 CHF | 99.16% | 99.16% |
10.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'001 CHF | 70'751 CHF | 100.00% | 100.00% |
09.07.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'712 CHF | 69'462 CHF | 100.00% | 100.00% |
08.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'383 CHF | 69'133 CHF | 100.00% | 100.00% |
05.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'684 CHF | 65'434 CHF | 99.62% | 99.62% |
04.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'997 CHF | 66'747 CHF | 100.00% | 100.00% |
03.07.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'545 CHF | 69'295 CHF | 99.73% | 99.73% |
02.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'012 CHF | 74'762 CHF | 88.67% | 88.67% |