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 | 1.09% | 0.92 CHF | 0.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 114'117 CHF | 115'367 CHF | 99.02% | 99.02% |
12.07.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 107'770 CHF | 109'020 CHF | 98.64% | 98.64% |
11.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 109'898 CHF | 111'148 CHF | 98.33% | 98.33% |
10.07.2024 | 1.15% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 108'133 CHF | 109'383 CHF | 95.16% | 95.16% |
09.07.2024 | 1.04% | 0.88 CHF | 0.89 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 120'057 CHF | 121'307 CHF | 98.70% | 98.70% |
08.07.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 130'870 CHF | 132'120 CHF | 98.55% | 98.55% |
05.07.2024 | 0.95% | 1.11 CHF | 1.12 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 131'453 CHF | 132'703 CHF | 99.17% | 99.17% |
04.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 127'713 CHF | 128'963 CHF | 99.18% | 99.18% |
03.07.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 121'414 CHF | 122'664 CHF | 98.46% | 98.46% |
02.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 116'323 CHF | 117'573 CHF | 98.84% | 98.84% |