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 | 1.28% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 74'992 | 75'000 | 58'071 CHF | 58'828 CHF | 100.00% | 100.00% |
12.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'912 CHF | 57'662 CHF | 98.91% | 98.91% |
11.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'589 CHF | 55'339 CHF | 99.19% | 99.36% |
10.07.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 87'860 | 87'860 | 58'354 CHF | 59'232 CHF | 99.80% | 99.80% |
09.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'510 | 99'506 | 62'925 CHF | 63'918 CHF | 100.00% | 100.00% |
08.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 78'480 | 78'479 | 52'972 CHF | 53'756 CHF | 100.00% | 100.00% |
05.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 80'043 | 80'043 | 53'584 CHF | 54'385 CHF | 100.00% | 100.00% |
04.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'174 CHF | 52'924 CHF | 100.00% | 100.00% |
03.07.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 92'296 | 92'295 | 60'395 CHF | 61'318 CHF | 99.48% | 99.48% |
02.07.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'880 CHF | 59'880 CHF | 99.97% | 99.97% |