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 | 1.31% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'955 CHF | 57'705 CHF | 99.61% | 99.61% |
12.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'900 CHF | 57'650 CHF | 99.01% | 99.01% |
11.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'187 CHF | 56'937 CHF | 93.88% | 93.88% |
10.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'388 CHF | 60'138 CHF | 100.00% | 100.00% |
09.07.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'236 | 75'000 | 54'967 CHF | 55'549 CHF | 100.00% | 100.00% |
08.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 77'096 | 75'000 | 55'056 CHF | 54'344 CHF | 97.53% | 97.53% |
05.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 76'613 | 75'000 | 55'643 CHF | 55'248 CHF | 98.69% | 98.69% |
04.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'201 | 75'000 | 54'716 CHF | 55'323 CHF | 87.44% | 87.44% |
03.07.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'966 CHF | 56'716 CHF | 99.95% | 99.95% |
02.07.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'027 CHF | 61'777 CHF | 100.00% | 100.00% |