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 | 1.37% | 1.74 CHF | 1.76 CHF | 75'000 | 75'000 | 55'366 | 55'366 | 97'742 CHF | 99'002 CHF | 91.38% | 91.38% |
12.07.2024 | 1.73% | 1.76 CHF | 1.79 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 63'376 CHF | 64'481 CHF | 99.01% | 99.01% |
11.07.2024 | 1.15% | 1.66 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 123'927 CHF | 125'367 CHF | 97.97% | 97.97% |
10.07.2024 | 1.17% | 1.62 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'907 CHF | 121'315 CHF | 100.00% | 100.00% |
09.07.2024 | 1.20% | 1.58 CHF | 1.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'443 CHF | 119'877 CHF | 94.18% | 94.18% |
08.07.2024 | 1.21% | 1.57 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 117'616 CHF | 119'053 CHF | 99.89% | 99.89% |
05.07.2024 | 1.18% | 1.61 CHF | 1.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'840 CHF | 121'259 CHF | 98.86% | 98.86% |
04.07.2024 | 1.22% | 1.55 CHF | 1.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'843 CHF | 116'248 CHF | 97.51% | 97.51% |
03.07.2024 | 1.33% | 1.46 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'834 CHF | 107'246 CHF | 99.71% | 99.71% |
02.07.2024 | 1.40% | 1.39 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'708 CHF | 101'111 CHF | 99.67% | 99.67% |