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 | 1.31% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'986 CHF | 57'736 CHF | 99.72% | 99.72% |
12.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'842 | 75'000 | 54'780 CHF | 54'933 CHF | 96.81% | 96.81% |
11.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 76'716 | 75'000 | 55'319 CHF | 54'851 CHF | 99.09% | 99.09% |
10.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 77'771 | 75'000 | 55'451 CHF | 54'243 CHF | 100.00% | 100.00% |
09.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'379 CHF | 70'379 CHF | 100.00% | 100.00% |
08.07.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'741 CHF | 70'741 CHF | 100.00% | 100.00% |
05.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'459 CHF | 69'459 CHF | 98.98% | 98.98% |
04.07.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'410 CHF | 67'410 CHF | 100.00% | 100.00% |
03.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'049 CHF | 67'049 CHF | 100.00% | 100.00% |
02.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'757 CHF | 63'757 CHF | 100.00% | 100.00% |