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 | 1.09% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'586 CHF | 92'586 CHF | 100.00% | 100.00% |
12.07.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 82'724 CHF | 83'624 CHF | 100.00% | 100.00% |
11.07.2024 | 1.03% | 0.93 CHF | 0.94 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 77'600 CHF | 78'400 CHF | 100.00% | 100.00% |
10.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 90'690 CHF | 91'590 CHF | 100.00% | 100.00% |
09.07.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 85'637 CHF | 86'537 CHF | 100.00% | 100.00% |
08.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 76'346 CHF | 77'146 CHF | 100.00% | 100.00% |
05.07.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 86'966 CHF | 87'866 CHF | 100.00% | 100.00% |
04.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 77'576 CHF | 78'376 CHF | 100.00% | 100.00% |
03.07.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 87'638 CHF | 88'538 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 81'771 CHF | 82'571 CHF | 100.00% | 100.00% |