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 | 1.30% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'112 CHF | 57'862 CHF | 99.71% | 99.71% |
12.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'263 | 75'000 | 54'627 CHF | 55'190 CHF | 99.01% | 99.01% |
11.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 76'115 | 75'000 | 55'104 CHF | 55'063 CHF | 99.09% | 99.09% |
10.07.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 77'009 | 75'000 | 55'173 CHF | 54'502 CHF | 100.00% | 100.00% |
09.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'508 CHF | 70'508 CHF | 100.00% | 100.00% |
08.07.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'837 CHF | 70'837 CHF | 100.00% | 100.00% |
05.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'640 CHF | 69'640 CHF | 98.98% | 98.98% |
04.07.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'676 CHF | 67'676 CHF | 100.00% | 100.00% |
03.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'336 CHF | 67'336 CHF | 100.00% | 100.00% |
02.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'008 CHF | 64'008 CHF | 100.00% | 100.00% |