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 | 1.47% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'212 CHF | 51'574 CHF | 99.71% | 99.71% |
12.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'280 CHF | 48'825 CHF | 99.01% | 99.01% |
11.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'179 CHF | 48'731 CHF | 99.09% | 99.09% |
10.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 82'090 | 75'000 | 51'770 CHF | 48'073 CHF | 100.00% | 100.00% |
09.07.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'183 CHF | 62'183 CHF | 100.00% | 100.00% |
08.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'426 CHF | 62'426 CHF | 100.00% | 100.00% |
05.07.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'073 CHF | 61'073 CHF | 98.98% | 98.98% |
04.07.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'126 CHF | 59'126 CHF | 100.00% | 100.00% |
03.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'842 CHF | 58'842 CHF | 100.00% | 100.00% |
02.07.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'574 CHF | 55'574 CHF | 100.00% | 100.00% |