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 | 1.28% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'193 CHF | 58'943 CHF | 99.72% | 99.72% |
12.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'544 CHF | 56'294 CHF | 99.01% | 99.01% |
11.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'437 CHF | 56'187 CHF | 99.09% | 99.09% |
10.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'204 | 75'000 | 54'930 CHF | 55'536 CHF | 100.00% | 100.00% |
09.07.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'875 CHF | 71'875 CHF | 100.00% | 100.00% |
08.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'335 CHF | 72'335 CHF | 100.00% | 100.00% |
05.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'073 CHF | 71'073 CHF | 98.98% | 98.98% |
04.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'049 CHF | 69'049 CHF | 100.00% | 100.00% |
03.07.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'761 CHF | 68'761 CHF | 100.00% | 100.00% |
02.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'466 CHF | 65'466 CHF | 100.00% | 100.00% |