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 | 1.24% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'112 CHF | 60'862 CHF | 99.72% | 99.72% |
12.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'382 CHF | 58'132 CHF | 99.01% | 99.01% |
11.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'212 CHF | 57'962 CHF | 99.09% | 99.09% |
10.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'669 CHF | 57'419 CHF | 100.00% | 100.00% |
09.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'440 CHF | 74'440 CHF | 100.00% | 100.00% |
08.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'837 CHF | 74'837 CHF | 100.00% | 100.00% |
05.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'640 CHF | 73'640 CHF | 98.98% | 98.98% |
04.07.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'676 CHF | 71'676 CHF | 100.00% | 100.00% |
03.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'336 CHF | 71'336 CHF | 100.00% | 100.00% |
02.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'872 CHF | 67'872 CHF | 100.00% | 100.00% |