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 | 2.01% | 0.96 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'235 CHF | 75'742 CHF | 95.47% | 95.47% |
12.07.2024 | 2.06% | 0.98 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'489 CHF | 73'997 CHF | 98.90% | 98.90% |
11.07.2024 | 2.00% | 1.01 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'149 CHF | 76'665 CHF | 93.99% | 93.99% |
10.07.2024 | 2.05% | 0.99 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'382 CHF | 73'882 CHF | 100.00% | 100.00% |
09.07.2024 | 2.10% | 0.93 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'769 CHF | 72'269 CHF | 100.00% | 100.00% |
08.07.2024 | 2.04% | 0.95 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'017 CHF | 72'479 CHF | 83.70% | 83.70% |
05.07.2024 | 2.25% | 0.86 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'928 CHF | 67'425 CHF | 98.86% | 98.86% |
04.07.2024 | 2.26% | 0.88 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'554 CHF | 67'051 CHF | 99.19% | 99.19% |
03.07.2024 | 2.44% | 0.82 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'840 CHF | 62'340 CHF | 99.82% | 99.82% |
02.07.2024 | 2.29% | 0.88 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'679 CHF | 66'179 CHF | 89.82% | 89.82% |