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 | 2.57% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 62'281 | 62'281 | 46'748 CHF | 47'866 CHF | 98.41% | 98.41% |
12.07.2024 | 2.17% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'726 CHF | 57'969 CHF | 99.38% | 99.38% |
11.07.2024 | 2.26% | 0.74 CHF | 0.76 CHF | 75'000 | 75'000 | 78'007 | 75'000 | 55'463 CHF | 54'590 CHF | 99.15% | 99.15% |
10.07.2024 | 2.43% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'498 CHF | 52'346 CHF | 100.00% | 100.00% |
09.07.2024 | 2.22% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'494 CHF | 52'234 CHF | 100.00% | 100.00% |
08.07.2024 | 2.27% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'105 CHF | 52'849 CHF | 100.00% | 100.00% |
05.07.2024 | 2.38% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'714 CHF | 53'489 CHF | 99.62% | 99.62% |
04.07.2024 | 2.38% | 0.70 CHF | 0.72 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 56'382 CHF | 54'132 CHF | 100.00% | 100.00% |
03.07.2024 | 2.16% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 79'986 | 75'000 | 55'706 CHF | 53'371 CHF | 99.73% | 99.73% |
02.07.2024 | 2.38% | 0.70 CHF | 0.72 CHF | 80'000 | 75'000 | 79'556 | 75'000 | 54'168 CHF | 52'312 CHF | 100.00% | 100.00% |