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 | 1.33% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'074 CHF | 56'824 CHF | 99.71% | 99.71% |
12.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 78'625 | 75'000 | 55'887 CHF | 54'075 CHF | 99.01% | 99.01% |
11.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 78'268 | 75'000 | 55'529 CHF | 53'981 CHF | 99.09% | 99.09% |
10.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'808 | 75'000 | 55'940 CHF | 53'323 CHF | 100.00% | 100.00% |
09.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'183 CHF | 69'183 CHF | 100.00% | 100.00% |
08.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'587 CHF | 69'587 CHF | 100.00% | 100.00% |
05.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'240 CHF | 68'240 CHF | 98.98% | 98.98% |
04.07.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'126 CHF | 66'126 CHF | 100.00% | 100.00% |
03.07.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'842 CHF | 65'842 CHF | 100.00% | 100.00% |
02.07.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'574 CHF | 62'574 CHF | 100.00% | 100.00% |