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 | 1.07% | 0.98 CHF | 0.99 CHF | 235'000 | 235'000 | 102'732 | 102'732 | 99'179 CHF | 100'208 CHF | 100.00% | 100.00% |
12.07.2024 | 1.19% | 0.93 CHF | 0.94 CHF | 225'000 | 225'000 | 98'467 | 98'467 | 88'482 CHF | 89'488 CHF | 100.00% | 100.00% |
11.07.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 230'000 | 230'000 | 103'670 | 103'670 | 102'055 CHF | 103'094 CHF | 100.00% | 100.00% |
10.07.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 240'000 | 240'000 | 107'294 | 107'294 | 112'918 CHF | 113'993 CHF | 99.89% | 99.89% |
09.07.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 240'000 | 240'000 | 107'169 | 107'169 | 111'737 CHF | 112'811 CHF | 99.73% | 99.73% |
08.07.2024 | 1.01% | 1.04 CHF | 1.05 CHF | 240'000 | 240'000 | 105'602 | 105'602 | 106'916 CHF | 107'974 CHF | 99.32% | 99.32% |
05.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 240'000 | 240'000 | 106'449 | 106'449 | 110'734 CHF | 111'801 CHF | 99.99% | 99.99% |
04.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 96'000 | 96'000 | 76'920 | 76'920 | 80'741 CHF | 81'511 CHF | 99.65% | 99.65% |
03.07.2024 | 1.00% | 1.06 CHF | 1.07 CHF | 240'000 | 240'000 | 105'164 | 105'164 | 107'795 CHF | 108'848 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 240'000 | 240'000 | 106'606 | 106'606 | 113'450 CHF | 114'520 CHF | 100.00% | 100.00% |