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 | 1.08% | 0.94 CHF | 0.95 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 83'256 CHF | 84'156 CHF | 99.06% | 99.09% |
12.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 74'936 CHF | 75'836 CHF | 99.57% | 99.57% |
11.07.2024 | 1.12% | 0.83 CHF | 0.84 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 70'978 CHF | 71'778 CHF | 99.51% | 99.51% |
10.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 65'363 CHF | 66'063 CHF | 99.57% | 99.57% |
09.07.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 74'539 CHF | 75'339 CHF | 99.55% | 99.55% |
08.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 72'988 CHF | 73'788 CHF | 99.49% | 99.49% |
05.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 71'991 CHF | 72'791 CHF | 99.49% | 99.49% |
04.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 67'343 CHF | 68'043 CHF | 99.51% | 99.51% |
03.07.2024 | 0.96% | 0.98 CHF | 0.99 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 72'803 CHF | 73'503 CHF | 99.58% | 99.58% |
02.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 75'962 | 75'962 | 77'856 CHF | 78'615 CHF | 99.57% | 99.57% |