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 | 1.14% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'634 CHF | 66'384 CHF | 99.71% | 99.71% |
12.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'993 CHF | 63'743 CHF | 99.01% | 99.01% |
11.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'873 CHF | 63'623 CHF | 99.09% | 99.09% |
10.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'150 CHF | 62'900 CHF | 100.00% | 100.00% |
09.07.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'762 CHF | 81'762 CHF | 100.00% | 100.00% |
08.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'212 CHF | 82'212 CHF | 100.00% | 100.00% |
05.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'867 CHF | 80'867 CHF | 98.98% | 98.98% |
04.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'852 CHF | 78'852 CHF | 100.00% | 100.00% |
03.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'651 CHF | 78'651 CHF | 100.00% | 100.00% |
02.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'271 CHF | 75'271 CHF | 100.00% | 100.00% |