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 | 1.02% | 0.95 CHF | 0.96 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 122'210 CHF | 123'460 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 123'084 CHF | 124'334 CHF | 100.00% | 100.00% |
11.07.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 120'487 CHF | 121'737 CHF | 100.00% | 100.00% |
10.07.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 111'797 CHF | 113'047 CHF | 100.00% | 100.00% |
09.07.2024 | 1.07% | 0.89 CHF | 0.90 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 116'148 CHF | 117'398 CHF | 100.00% | 100.00% |
08.07.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 109'383 CHF | 110'633 CHF | 100.00% | 100.00% |
05.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 109'221 CHF | 110'471 CHF | 100.00% | 100.00% |
04.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 106'987 CHF | 108'237 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 126'113 CHF | 127'613 CHF | 100.00% | 100.00% |
02.07.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 150'000 | 150'000 | 164'949 | 164'949 | 120'730 CHF | 122'379 CHF | 100.00% | 100.00% |