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 | 1.38% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 75'724 | 75'000 | 54'389 CHF | 54'629 CHF | 99.71% | 99.71% |
12.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'502 CHF | 51'846 CHF | 99.01% | 99.01% |
11.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'508 CHF | 51'851 CHF | 99.09% | 99.09% |
10.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'758 CHF | 51'148 CHF | 100.00% | 100.00% |
09.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'312 CHF | 66'312 CHF | 100.00% | 100.00% |
08.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'680 CHF | 66'680 CHF | 100.00% | 100.00% |
05.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'298 CHF | 65'298 CHF | 98.98% | 98.98% |
04.07.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'280 CHF | 63'280 CHF | 100.00% | 100.00% |
03.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'949 CHF | 62'949 CHF | 100.00% | 100.00% |
02.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'624 CHF | 59'624 CHF | 98.50% | 98.50% |