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 | 1.35% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'174 | 75'000 | 55'375 CHF | 56'001 CHF | 99.71% | 99.71% |
12.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'716 | 75'000 | 55'843 CHF | 53'294 CHF | 99.01% | 99.01% |
11.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'701 | 75'000 | 55'717 CHF | 53'187 CHF | 99.09% | 99.09% |
10.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'238 CHF | 52'536 CHF | 100.00% | 100.00% |
09.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'875 CHF | 67'875 CHF | 100.00% | 100.00% |
08.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'335 CHF | 68'335 CHF | 100.00% | 100.00% |
05.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'002 CHF | 67'002 CHF | 98.98% | 98.98% |
04.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'049 CHF | 65'049 CHF | 100.00% | 100.00% |
03.07.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'761 CHF | 64'761 CHF | 100.00% | 100.00% |
02.07.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'466 CHF | 61'466 CHF | 100.00% | 100.00% |