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 | 1.66% | 1.25 CHF | 1.27 CHF | 75'000 | 75'000 | 62'201 | 62'201 | 77'366 CHF | 78'576 CHF | 98.73% | 98.73% |
12.07.2024 | 1.42% | 1.26 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'653 CHF | 94'988 CHF | 99.38% | 99.38% |
11.07.2024 | 1.35% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'423 CHF | 91'654 CHF | 99.15% | 99.15% |
10.07.2024 | 1.38% | 1.18 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'113 CHF | 89'342 CHF | 100.00% | 100.00% |
09.07.2024 | 1.43% | 1.16 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'067 CHF | 89'338 CHF | 100.00% | 100.00% |
08.07.2024 | 1.32% | 1.17 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'729 CHF | 89'911 CHF | 100.00% | 100.00% |
05.07.2024 | 1.38% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'239 CHF | 90'482 CHF | 99.62% | 99.62% |
04.07.2024 | 1.18% | 1.19 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'037 CHF | 91'108 CHF | 100.00% | 100.00% |
03.07.2024 | 1.45% | 1.19 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'179 CHF | 90'483 CHF | 99.73% | 99.73% |
02.07.2024 | 1.23% | 1.19 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'192 CHF | 89'280 CHF | 100.00% | 100.00% |