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 | 1.37% | 0.72 CHF | 0.73 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 68'842 CHF | 69'792 CHF | 100.00% | 100.00% |
12.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 65'405 CHF | 66'355 CHF | 100.00% | 100.00% |
11.07.2024 | 1.78% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 99'906 | 99'906 | 55'683 CHF | 56'683 CHF | 100.00% | 100.00% |
10.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'581 CHF | 54'581 CHF | 100.00% | 100.00% |
09.07.2024 | 1.73% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 98'724 | 98'724 | 56'690 CHF | 57'678 CHF | 100.00% | 100.00% |
08.07.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 61'879 CHF | 62'829 CHF | 100.00% | 100.00% |
05.07.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 67'032 CHF | 67'982 CHF | 99.81% | 99.81% |
04.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 67'281 CHF | 68'231 CHF | 99.49% | 99.49% |
03.07.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 66'582 CHF | 67'532 CHF | 99.37% | 99.37% |
02.07.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 95'699 | 95'699 | 59'849 CHF | 60'806 CHF | 100.00% | 100.00% |