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 | 1.36% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'326 | 75'000 | 54'966 CHF | 55'486 CHF | 99.72% | 99.72% |
12.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'951 | 75'000 | 55'360 CHF | 52'683 CHF | 96.81% | 96.81% |
11.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 79'969 | 75'000 | 55'330 CHF | 52'642 CHF | 99.09% | 99.09% |
10.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'744 CHF | 52'072 CHF | 100.00% | 100.00% |
09.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'379 CHF | 67'379 CHF | 100.00% | 100.00% |
08.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'741 CHF | 67'741 CHF | 100.00% | 100.00% |
05.07.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'459 CHF | 66'459 CHF | 98.98% | 98.98% |
04.07.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'543 CHF | 64'543 CHF | 100.00% | 100.00% |
03.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'131 CHF | 64'131 CHF | 100.00% | 100.00% |
02.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'757 CHF | 60'757 CHF | 100.00% | 100.00% |