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% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'227 CHF | 58'977 CHF | 100.00% | 100.00% |
12.07.2024 | 1.31% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'951 CHF | 57'701 CHF | 98.45% | 98.45% |
11.07.2024 | 1.39% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'136 | 75'138 | 53'662 CHF | 54'415 CHF | 99.43% | 99.43% |
10.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 89'817 | 89'818 | 59'031 CHF | 59'930 CHF | 99.77% | 99.77% |
09.07.2024 | 1.45% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 83'011 | 83'009 | 56'743 CHF | 57'572 CHF | 100.00% | 100.00% |
08.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'262 | 75'262 | 52'846 CHF | 53'599 CHF | 98.97% | 98.97% |
05.07.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'975 CHF | 59'725 CHF | 100.00% | 100.00% |
04.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'315 CHF | 58'065 CHF | 98.15% | 98.15% |
03.07.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 76'141 | 76'142 | 53'814 CHF | 54'576 CHF | 100.00% | 100.00% |
02.07.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'240 CHF | 61'240 CHF | 100.00% | 100.00% |