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 | 1.27% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'780 CHF | 59'530 CHF | 99.71% | 99.71% |
12.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'174 CHF | 56'924 CHF | 99.01% | 99.01% |
11.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'039 CHF | 56'789 CHF | 99.09% | 99.09% |
10.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'025 | 75'000 | 55'418 CHF | 56'150 CHF | 100.00% | 100.00% |
09.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'658 CHF | 72'658 CHF | 100.00% | 100.00% |
08.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'075 CHF | 73'075 CHF | 100.00% | 100.00% |
05.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'827 CHF | 71'827 CHF | 98.98% | 98.98% |
04.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'767 CHF | 69'767 CHF | 100.00% | 100.00% |
03.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'550 CHF | 69'550 CHF | 100.00% | 100.00% |
02.07.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'219 CHF | 66'219 CHF | 100.00% | 100.00% |