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 | 1.19% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'879 CHF | 63'629 CHF | 99.71% | 99.71% |
12.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'096 CHF | 60'846 CHF | 99.01% | 99.01% |
11.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'024 CHF | 60'774 CHF | 99.09% | 99.09% |
10.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'398 CHF | 60'148 CHF | 100.00% | 100.00% |
09.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'256 CHF | 78'256 CHF | 100.00% | 100.00% |
08.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'587 CHF | 78'587 CHF | 100.00% | 100.00% |
05.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'240 CHF | 77'240 CHF | 98.98% | 98.98% |
04.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'280 CHF | 75'280 CHF | 100.00% | 100.00% |
03.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'949 CHF | 74'949 CHF | 100.00% | 100.00% |
02.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'624 CHF | 71'624 CHF | 98.50% | 98.50% |