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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.37% | 0.68 CHF | 0.69 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 65'080 CHF | 65'980 CHF | 100.00% | 100.00% |
11.07.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 70'511 CHF | 71'411 CHF | 100.00% | 100.00% |
10.07.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 66'657 CHF | 67'457 CHF | 100.00% | 100.00% |
09.07.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 64'407 CHF | 65'207 CHF | 100.00% | 100.00% |
08.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 66'457 CHF | 67'257 CHF | 100.00% | 100.00% |
05.07.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 66'701 CHF | 67'501 CHF | 100.00% | 100.00% |
04.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 66'318 CHF | 67'118 CHF | 100.00% | 100.00% |
03.07.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 69'470 CHF | 70'270 CHF | 100.00% | 100.00% |
02.07.2024 | 1.06% | 0.87 CHF | 0.88 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 65'640 CHF | 66'340 CHF | 100.00% | 100.00% |
01.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 63'237 CHF | 63'937 CHF | 100.00% | 100.00% |