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 | 0.98% | 1.07 CHF | 1.08 CHF | 235'000 | 235'000 | 102'720 | 102'720 | 108'457 CHF | 109'487 CHF | 99.99% | 99.99% |
12.07.2024 | 1.09% | 1.02 CHF | 1.03 CHF | 225'000 | 225'000 | 98'466 | 98'466 | 97'398 CHF | 98'403 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 230'000 | 230'000 | 103'663 | 103'663 | 111'416 CHF | 112'455 CHF | 99.99% | 99.99% |
10.07.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 240'000 | 240'000 | 107'294 | 107'294 | 122'660 CHF | 123'735 CHF | 99.89% | 99.89% |
09.07.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 240'000 | 240'000 | 107'171 | 107'171 | 121'469 CHF | 122'543 CHF | 99.73% | 99.73% |
08.07.2024 | 0.93% | 1.13 CHF | 1.14 CHF | 240'000 | 240'000 | 105'601 | 105'601 | 116'524 CHF | 117'582 CHF | 99.32% | 99.32% |
05.07.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 240'000 | 240'000 | 106'446 | 106'446 | 120'431 CHF | 121'497 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 96'000 | 96'000 | 76'923 | 76'923 | 87'724 CHF | 88'494 CHF | 99.63% | 99.63% |
03.07.2024 | 0.91% | 1.16 CHF | 1.17 CHF | 240'000 | 240'000 | 105'165 | 105'165 | 117'379 CHF | 118'433 CHF | 100.00% | 100.00% |
02.07.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 240'000 | 240'000 | 106'606 | 106'606 | 123'216 CHF | 124'286 CHF | 100.00% | 100.00% |