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 | 1.47% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'073 CHF | 51'443 CHF | 99.72% | 99.72% |
12.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'021 | 75'000 | 51'226 CHF | 48'762 CHF | 99.01% | 99.01% |
11.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'123 | 75'000 | 51'209 CHF | 48'687 CHF | 99.09% | 99.09% |
10.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 83'081 | 75'000 | 52'220 CHF | 47'922 CHF | 97.44% | 97.44% |
09.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'875 CHF | 61'875 CHF | 100.00% | 100.00% |
08.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'335 CHF | 62'335 CHF | 100.00% | 100.00% |
05.07.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'002 CHF | 61'002 CHF | 98.98% | 98.98% |
04.07.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'049 CHF | 59'049 CHF | 100.00% | 100.00% |
03.07.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'761 CHF | 58'761 CHF | 100.00% | 100.00% |
02.07.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'466 CHF | 55'466 CHF | 100.00% | 100.00% |