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 | 1.43% | 1.38 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'754 CHF | 107'271 CHF | 95.46% | 95.46% |
12.07.2024 | 1.44% | 1.39 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'714 CHF | 105'222 CHF | 98.91% | 98.91% |
11.07.2024 | 1.41% | 1.42 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'571 CHF | 108'086 CHF | 93.44% | 93.44% |
10.07.2024 | 1.44% | 1.41 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'586 CHF | 105'086 CHF | 100.00% | 100.00% |
09.07.2024 | 1.47% | 1.34 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'576 CHF | 103'076 CHF | 100.00% | 100.00% |
08.07.2024 | 1.46% | 1.36 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'593 CHF | 103'088 CHF | 83.70% | 83.70% |
05.07.2024 | 1.52% | 1.25 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'741 CHF | 97'212 CHF | 98.86% | 98.86% |
04.07.2024 | 1.54% | 1.28 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'347 CHF | 96'831 CHF | 99.19% | 99.19% |
03.07.2024 | 1.66% | 1.21 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'836 CHF | 91'336 CHF | 99.82% | 99.82% |
02.07.2024 | 1.58% | 1.28 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'199 CHF | 95'699 CHF | 93.23% | 93.23% |