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 | 2.67% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 62'767 | 62'281 | 45'225 CHF | 45'997 CHF | 98.41% | 98.41% |
12.07.2024 | 2.26% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'808 | 75'000 | 55'042 CHF | 55'719 CHF | 99.38% | 99.38% |
11.07.2024 | 2.29% | 0.71 CHF | 0.73 CHF | 80'000 | 75'000 | 79'739 | 75'000 | 54'376 CHF | 52'340 CHF | 99.15% | 99.15% |
10.07.2024 | 2.44% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'146 CHF | 50'096 CHF | 100.00% | 100.00% |
09.07.2024 | 2.32% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'094 CHF | 49'984 CHF | 100.00% | 100.00% |
08.07.2024 | 2.37% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'705 CHF | 50'599 CHF | 100.00% | 100.00% |
05.07.2024 | 2.47% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'345 CHF | 51'260 CHF | 99.62% | 99.62% |
04.07.2024 | 2.47% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'991 CHF | 51'882 CHF | 100.00% | 100.00% |
03.07.2024 | 2.17% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'358 CHF | 51'121 CHF | 99.73% | 99.73% |
02.07.2024 | 2.57% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 81'023 | 75'000 | 52'721 CHF | 50'104 CHF | 100.00% | 100.00% |