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 | 2.74% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 62'281 | 62'281 | 45'914 CHF | 47'100 CHF | 98.41% | 98.41% |
12.07.2024 | 2.03% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'802 CHF | 56'947 CHF | 99.38% | 99.38% |
11.07.2024 | 2.40% | 0.73 CHF | 0.75 CHF | 75'000 | 75'000 | 78'446 | 75'000 | 54'820 CHF | 53'725 CHF | 99.15% | 99.15% |
10.07.2024 | 2.37% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'560 CHF | 51'416 CHF | 100.00% | 100.00% |
09.07.2024 | 2.42% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'497 CHF | 51'384 CHF | 100.00% | 100.00% |
08.07.2024 | 2.43% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'147 CHF | 52'014 CHF | 100.00% | 100.00% |
05.07.2024 | 2.36% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'725 CHF | 52'528 CHF | 99.62% | 99.62% |
04.07.2024 | 2.44% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'498 CHF | 53'318 CHF | 100.00% | 100.00% |
03.07.2024 | 2.26% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'755 CHF | 52'505 CHF | 99.73% | 99.73% |
02.07.2024 | 2.51% | 0.69 CHF | 0.71 CHF | 80'000 | 75'000 | 79'877 | 75'000 | 53'484 CHF | 51'502 CHF | 100.00% | 100.00% |