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 | 1.51% | 1.29 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'171 CHF | 100'680 CHF | 95.46% | 95.46% |
12.07.2024 | 1.54% | 1.31 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'182 CHF | 98'689 CHF | 98.90% | 98.90% |
11.07.2024 | 1.51% | 1.34 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'995 CHF | 101'512 CHF | 94.10% | 94.10% |
10.07.2024 | 1.53% | 1.32 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'024 CHF | 98'524 CHF | 100.00% | 100.00% |
09.07.2024 | 1.57% | 1.26 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'080 CHF | 96'580 CHF | 100.00% | 100.00% |
08.07.2024 | 1.53% | 1.27 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'141 CHF | 96'609 CHF | 83.35% | 83.35% |
05.07.2024 | 1.66% | 1.17 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'468 CHF | 90'968 CHF | 98.84% | 98.84% |
04.07.2024 | 1.67% | 1.19 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'007 CHF | 90'507 CHF | 99.19% | 99.19% |
03.07.2024 | 1.78% | 1.12 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'686 CHF | 85'186 CHF | 99.82% | 99.82% |
02.07.2024 | 1.69% | 1.20 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'012 CHF | 89'512 CHF | 89.16% | 89.16% |