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 | 1.45% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 77'266 | 74'960 | 54'865 CHF | 54'032 CHF | 98.73% | 98.73% |
12.07.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 79'444 | 75'000 | 55'188 CHF | 52'865 CHF | 99.38% | 99.38% |
11.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'250 CHF | 51'610 CHF | 99.15% | 99.15% |
10.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'250 CHF | 50'672 CHF | 99.38% | 99.38% |
09.07.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 81'496 | 75'000 | 52'202 CHF | 48'820 CHF | 100.00% | 100.00% |
08.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'795 CHF | 50'245 CHF | 100.00% | 100.00% |
05.07.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'304 CHF | 51'693 CHF | 99.62% | 99.62% |
04.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'980 CHF | 51'356 CHF | 100.00% | 100.00% |
03.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'330 | 75'000 | 52'582 CHF | 49'855 CHF | 99.72% | 99.72% |
02.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'032 | 75'000 | 52'132 CHF | 44'179 CHF | 100.00% | 100.00% |