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 | 1.25% | 0.75 CHF | 0.76 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 99'549 CHF | 100'799 CHF | 100.00% | 100.00% |
12.07.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 98'103 CHF | 99'353 CHF | 98.98% | 98.98% |
11.07.2024 | 1.37% | 0.78 CHF | 0.79 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 90'985 CHF | 92'235 CHF | 99.67% | 99.67% |
10.07.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 80'968 CHF | 82'218 CHF | 99.82% | 99.82% |
09.07.2024 | 1.51% | 0.61 CHF | 0.62 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 81'999 CHF | 83'249 CHF | 100.00% | 100.00% |
08.07.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 82'548 CHF | 83'798 CHF | 100.00% | 100.00% |
05.07.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 87'259 CHF | 88'509 CHF | 100.00% | 100.00% |
04.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 84'837 CHF | 86'087 CHF | 100.00% | 100.00% |
03.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 82'206 CHF | 83'456 CHF | 99.51% | 99.51% |
02.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 72'974 CHF | 74'224 CHF | 100.00% | 100.00% |