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 | 1.23% | 0.68 CHF | 0.69 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 101'673 CHF | 102'923 CHF | 99.07% | 99.07% |
12.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 98'122 CHF | 99'372 CHF | 98.81% | 98.81% |
11.07.2024 | 1.65% | 0.74 CHF | 0.75 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 75'860 CHF | 77'110 CHF | 98.47% | 98.47% |
10.07.2024 | 1.98% | 0.60 CHF | 0.61 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 62'845 CHF | 64'095 CHF | 95.15% | 95.15% |
09.07.2024 | 2.09% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'358 CHF | 60'608 CHF | 98.68% | 98.68% |
08.07.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'175 CHF | 60'425 CHF | 98.57% | 98.57% |
05.07.2024 | 1.91% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 65'012 CHF | 66'262 CHF | 99.17% | 99.17% |
04.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 68'453 CHF | 69'703 CHF | 99.18% | 99.18% |
03.07.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 70'111 CHF | 71'361 CHF | 78.95% | 78.95% |
02.07.2024 | 1.57% | 0.56 CHF | 0.57 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 79'163 CHF | 80'413 CHF | 98.85% | 98.85% |