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 | 1.44% | 2.11 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 163'620 CHF | 165'987 CHF | 95.17% | 95.17% |
12.07.2024 | 1.42% | 2.17 CHF | 2.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'230 CHF | 166'585 CHF | 99.01% | 99.01% |
11.07.2024 | 1.42% | 2.11 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 161'277 CHF | 163'590 CHF | 90.00% | 90.00% |
10.07.2024 | 1.56% | 2.04 CHF | 2.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 148'064 CHF | 150'384 CHF | 100.00% | 100.00% |
09.07.2024 | 1.54% | 1.97 CHF | 2.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'274 CHF | 151'586 CHF | 100.00% | 100.00% |
08.07.2024 | 1.54% | 1.97 CHF | 2.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 147'222 CHF | 149'506 CHF | 99.71% | 99.71% |
05.07.2024 | 1.55% | 1.92 CHF | 1.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'994 CHF | 149'293 CHF | 98.81% | 98.81% |
04.07.2024 | 1.55% | 1.97 CHF | 2.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'143 CHF | 148'429 CHF | 100.00% | 100.00% |
03.07.2024 | 1.62% | 1.88 CHF | 1.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'907 CHF | 144'219 CHF | 99.73% | 99.73% |
02.07.2024 | 1.63% | 1.89 CHF | 1.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 140'037 CHF | 142'336 CHF | 100.00% | 100.00% |