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% | 1.02 CHF | 1.03 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 128'519 CHF | 129'769 CHF | 99.07% | 99.07% |
12.07.2024 | 0.92% | 1.04 CHF | 1.05 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 135'505 CHF | 136'755 CHF | 98.80% | 98.80% |
11.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 133'910 CHF | 135'160 CHF | 98.33% | 98.33% |
10.07.2024 | 0.92% | 1.18 CHF | 1.19 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 135'883 CHF | 137'133 CHF | 95.14% | 95.14% |
09.07.2024 | 1.00% | 1.08 CHF | 1.09 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 123'967 CHF | 125'217 CHF | 98.70% | 98.70% |
08.07.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 113'207 CHF | 114'457 CHF | 98.55% | 98.55% |
05.07.2024 | 1.10% | 0.85 CHF | 0.86 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 113'428 CHF | 114'678 CHF | 99.17% | 99.17% |
04.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 117'619 CHF | 118'869 CHF | 99.18% | 99.18% |
03.07.2024 | 1.00% | 0.93 CHF | 0.94 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 124'784 CHF | 126'034 CHF | 98.46% | 98.46% |
02.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 130'276 CHF | 131'526 CHF | 98.77% | 98.77% |