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 | 1.22% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'862 CHF | 61'612 CHF | 99.71% | 99.71% |
12.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'132 CHF | 58'882 CHF | 99.01% | 99.01% |
11.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'962 CHF | 58'712 CHF | 99.09% | 99.09% |
10.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'419 CHF | 58'169 CHF | 100.00% | 100.00% |
09.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'440 CHF | 75'440 CHF | 100.00% | 100.00% |
08.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'793 CHF | 75'793 CHF | 100.00% | 100.00% |
05.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'474 CHF | 74'474 CHF | 95.45% | 95.45% |
04.07.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'676 CHF | 72'676 CHF | 100.00% | 100.00% |
03.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'336 CHF | 72'336 CHF | 100.00% | 100.00% |
02.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'872 CHF | 68'872 CHF | 100.00% | 100.00% |