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 | 1.41% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 56'410 CHF | 53'634 CHF | 99.71% | 99.71% |
12.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'593 CHF | 50'993 CHF | 99.01% | 99.01% |
11.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'375 CHF | 50'789 CHF | 99.09% | 99.09% |
10.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'693 CHF | 50'150 CHF | 100.00% | 100.00% |
09.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'658 CHF | 64'658 CHF | 100.00% | 100.00% |
08.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'074 CHF | 65'074 CHF | 100.00% | 100.00% |
05.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'827 CHF | 63'827 CHF | 98.98% | 98.98% |
04.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'852 CHF | 61'852 CHF | 100.00% | 100.00% |
03.07.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'651 CHF | 61'651 CHF | 100.00% | 100.00% |
02.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'271 CHF | 58'271 CHF | 100.00% | 100.00% |