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 | 1.22% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'737 CHF | 82'737 CHF | 100.00% | 100.00% |
12.07.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'056 CHF | 83'056 CHF | 100.00% | 100.00% |
11.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 76'170 CHF | 77'070 CHF | 100.00% | 100.00% |
10.07.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 81'549 CHF | 82'449 CHF | 100.00% | 100.00% |
09.07.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 79'370 CHF | 80'270 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 79'397 CHF | 80'297 CHF | 100.00% | 100.00% |
05.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 77'573 CHF | 78'473 CHF | 100.00% | 100.00% |
04.07.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 80'056 CHF | 80'956 CHF | 100.00% | 100.00% |
03.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 72'997 CHF | 73'797 CHF | 100.00% | 100.00% |
02.07.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 80'000 | 80'000 | 85'980 | 85'980 | 84'108 CHF | 84'968 CHF | 100.00% | 100.00% |