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 | 75'000 | 75'000 | 75'000 | 75'000 | 76'588 CHF | 77'338 CHF | 98.72% | 98.72% |
12.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'958 CHF | 78'708 CHF | 98.47% | 98.47% |
11.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'784 CHF | 77'534 CHF | 99.08% | 99.08% |
10.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'799 CHF | 75'549 CHF | 100.00% | 100.00% |
09.07.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'512 CHF | 93'512 CHF | 98.75% | 98.75% |
08.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'766 CHF | 90'766 CHF | 100.00% | 100.00% |
05.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'762 CHF | 89'762 CHF | 98.98% | 98.98% |
04.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'826 CHF | 88'826 CHF | 100.00% | 100.00% |
03.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'851 CHF | 85'851 CHF | 97.93% | 97.93% |
02.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'670 CHF | 85'670 CHF | 100.00% | 100.00% |