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 | 1.28% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'462 CHF | 59'212 CHF | 98.73% | 98.73% |
12.07.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'300 CHF | 58'050 CHF | 99.38% | 99.38% |
11.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'114 CHF | 56'864 CHF | 99.14% | 99.14% |
10.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'008 | 75'000 | 55'105 CHF | 55'849 CHF | 99.38% | 99.38% |
09.07.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 77'827 | 75'000 | 55'201 CHF | 54'043 CHF | 100.00% | 100.00% |
08.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'072 | 75'000 | 54'757 CHF | 55'456 CHF | 100.00% | 100.00% |
05.07.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'080 | 75'000 | 56'190 CHF | 56'883 CHF | 99.62% | 99.62% |
04.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'070 | 75'000 | 55'877 CHF | 56'577 CHF | 100.00% | 100.00% |
03.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 76'254 | 75'000 | 55'204 CHF | 55'070 CHF | 99.72% | 99.72% |
02.07.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'032 | 75'000 | 51'848 CHF | 49'339 CHF | 100.00% | 100.00% |