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 | 1.26% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'343 CHF | 60'093 CHF | 99.38% | 99.38% |
12.07.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'914 CHF | 59'664 CHF | 99.07% | 99.07% |
11.07.2024 | 1.18% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'260 CHF | 64'010 CHF | 98.22% | 98.22% |
10.07.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'463 CHF | 69'213 CHF | 95.45% | 95.45% |
09.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'024 CHF | 64'774 CHF | 99.05% | 99.05% |
08.07.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'998 CHF | 61'748 CHF | 99.24% | 99.24% |
05.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'770 CHF | 59'520 CHF | 99.38% | 99.38% |
04.07.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'351 CHF | 62'101 CHF | 99.39% | 99.39% |
03.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'374 CHF | 64'124 CHF | 98.64% | 98.64% |
02.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'614 CHF | 65'364 CHF | 99.07% | 99.07% |