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 | 55'943 CHF | 56'693 CHF | 99.72% | 99.72% |
12.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 78'814 | 75'000 | 55'956 CHF | 54'012 CHF | 99.01% | 99.01% |
11.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 78'564 | 75'000 | 55'628 CHF | 53'873 CHF | 99.09% | 99.09% |
10.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'956 | 75'000 | 55'886 CHF | 53'172 CHF | 97.44% | 97.44% |
09.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'762 CHF | 68'762 CHF | 100.00% | 100.00% |
08.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'335 CHF | 69'335 CHF | 100.00% | 100.00% |
05.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'002 CHF | 68'002 CHF | 98.98% | 98.98% |
04.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'962 CHF | 65'962 CHF | 100.00% | 100.00% |
03.07.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'718 CHF | 65'718 CHF | 100.00% | 100.00% |
02.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'400 CHF | 62'400 CHF | 100.00% | 100.00% |