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 | 1.05% | 0.93 CHF | 0.94 CHF | 98'000 | 98'000 | 98'180 | 98'180 | 92'804 CHF | 93'786 CHF | 100.00% | 100.00% |
12.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 98'000 | 98'000 | 98'053 | 98'053 | 92'502 CHF | 93'483 CHF | 100.00% | 100.00% |
11.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 99'493 | 99'493 | 95'333 CHF | 96'328 CHF | 100.00% | 100.00% |
10.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'131 | 100'131 | 98'197 CHF | 99'198 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 102'000 | 102'000 | 100'743 | 100'743 | 100'516 CHF | 101'524 CHF | 100.00% | 100.00% |
08.07.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 98'000 | 98'000 | 97'477 | 97'477 | 86'804 CHF | 87'779 CHF | 100.00% | 100.00% |
05.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 96'000 | 96'000 | 96'432 | 96'432 | 84'813 CHF | 85'777 CHF | 100.00% | 100.00% |
04.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 82'396 CHF | 83'356 CHF | 100.00% | 100.00% |
03.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 98'000 | 98'000 | 98'043 | 98'043 | 90'237 CHF | 91'218 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 102'000 | 102'000 | 101'821 | 101'821 | 102'460 CHF | 103'478 CHF | 100.00% | 100.00% |