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 | 0.94% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'847 CHF | 80'597 CHF | 98.72% | 98.72% |
12.07.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'685 CHF | 81'435 CHF | 99.38% | 99.38% |
11.07.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'794 CHF | 83'544 CHF | 99.15% | 99.15% |
10.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'673 CHF | 86'423 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'386 CHF | 85'136 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'065 CHF | 84'815 CHF | 100.00% | 100.00% |
05.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'357 CHF | 81'107 CHF | 99.62% | 99.62% |
04.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'570 CHF | 82'320 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'173 CHF | 84'923 CHF | 99.73% | 99.73% |
02.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'503 CHF | 90'253 CHF | 100.00% | 100.00% |