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 | 1.91% | 0.51 CHF | 0.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'914 CHF | 39'664 CHF | 100.00% | 100.00% |
12.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'230 CHF | 40'980 CHF | 100.00% | 100.00% |
11.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'009 CHF | 39'759 CHF | 99.99% | 99.99% |
10.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'744 CHF | 40'494 CHF | 100.00% | 100.00% |
09.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 74'829 | 74'829 | 39'402 CHF | 40'152 CHF | 100.00% | 100.00% |
08.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 74'874 | 74'874 | 39'722 CHF | 40'472 CHF | 98.75% | 98.75% |
05.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'500 CHF | 41'250 CHF | 100.00% | 100.00% |
04.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 40'000 | 40'000 | 67'359 | 67'359 | 36'379 CHF | 37'053 CHF | 100.00% | 100.00% |
03.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'687 CHF | 41'437 CHF | 100.00% | 100.00% |
02.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'351 CHF | 44'101 CHF | 100.00% | 100.00% |