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 | 1.44% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'071 CHF | 52'379 CHF | 99.71% | 99.71% |
12.07.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'102 CHF | 49'596 CHF | 99.01% | 99.01% |
11.07.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'108 CHF | 49'601 CHF | 99.09% | 99.09% |
10.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'324 | 75'000 | 51'558 CHF | 48'898 CHF | 100.00% | 100.00% |
09.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'256 CHF | 63'256 CHF | 100.00% | 100.00% |
08.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'680 CHF | 63'680 CHF | 100.00% | 100.00% |
05.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'298 CHF | 62'298 CHF | 98.98% | 98.98% |
04.07.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'280 CHF | 60'280 CHF | 100.00% | 100.00% |
03.07.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'949 CHF | 59'949 CHF | 100.00% | 100.00% |
02.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'624 CHF | 56'624 CHF | 98.50% | 98.50% |