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 | 1.40% | 2.19 CHF | 2.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 165'905 CHF | 168'249 CHF | 99.01% | 99.01% |
11.07.2024 | 1.42% | 2.14 CHF | 2.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 163'036 CHF | 165'362 CHF | 90.00% | 90.00% |
10.07.2024 | 1.54% | 2.07 CHF | 2.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 150'492 CHF | 152'832 CHF | 100.00% | 100.00% |
09.07.2024 | 1.51% | 2.00 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 151'645 CHF | 153'955 CHF | 100.00% | 100.00% |
08.07.2024 | 1.53% | 2.00 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'646 CHF | 151'948 CHF | 99.71% | 99.71% |
05.07.2024 | 1.54% | 1.96 CHF | 1.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'536 CHF | 151'856 CHF | 98.81% | 98.81% |
04.07.2024 | 1.53% | 2.01 CHF | 2.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 148'651 CHF | 150'947 CHF | 100.00% | 100.00% |
03.07.2024 | 1.57% | 1.92 CHF | 1.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'664 CHF | 146'959 CHF | 99.67% | 99.67% |
02.07.2024 | 1.60% | 1.93 CHF | 1.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 142'793 CHF | 145'090 CHF | 100.00% | 100.00% |
01.07.2024 | 1.58% | 1.95 CHF | 1.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'163 CHF | 146'466 CHF | 91.55% | 91.55% |