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 | 0.93% | 1.12 CHF | 1.13 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 95'888 CHF | 96'788 CHF | 100.00% | 100.00% |
12.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 96'431 CHF | 97'331 CHF | 100.00% | 100.00% |
11.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 85'133 CHF | 85'933 CHF | 100.00% | 100.00% |
10.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 98'605 CHF | 99'505 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 84'513 CHF | 85'313 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 89'940 CHF | 90'740 CHF | 100.00% | 100.00% |
05.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 91'107 CHF | 91'907 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 89'934 CHF | 90'734 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 91'081 CHF | 91'881 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 96'169 CHF | 96'969 CHF | 100.00% | 100.00% |