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 | 1.08% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'088 CHF | 69'838 CHF | 98.71% | 98.71% |
12.07.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'055 CHF | 70'805 CHF | 98.47% | 98.47% |
11.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'283 CHF | 70'033 CHF | 99.09% | 99.09% |
10.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'299 CHF | 68'049 CHF | 100.00% | 100.00% |
09.07.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'512 CHF | 83'512 CHF | 98.75% | 98.75% |
08.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'766 CHF | 80'766 CHF | 100.00% | 100.00% |
05.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'762 CHF | 79'762 CHF | 98.98% | 98.98% |
04.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'826 CHF | 78'826 CHF | 100.00% | 100.00% |
03.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'851 CHF | 75'851 CHF | 97.92% | 97.92% |
02.07.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'175 CHF | 75'175 CHF | 100.00% | 100.00% |