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 | 1.22% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'259 CHF | 62'009 CHF | 100.00% | 100.00% |
12.07.2024 | 1.28% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'566 CHF | 59'316 CHF | 98.41% | 98.41% |
11.07.2024 | 1.49% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 87'809 | 87'812 | 58'442 CHF | 59'322 CHF | 99.37% | 99.37% |
10.07.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 95'036 | 95'036 | 61'317 CHF | 62'268 CHF | 99.78% | 99.78% |
09.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'534 | 75'534 | 51'802 CHF | 52'557 CHF | 100.00% | 100.00% |
08.07.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'970 CHF | 53'720 CHF | 98.98% | 98.98% |
05.07.2024 | 1.32% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'369 CHF | 57'119 CHF | 100.00% | 100.00% |
04.07.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'281 CHF | 52'031 CHF | 98.16% | 98.16% |
03.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 82'679 | 82'678 | 55'917 CHF | 56'743 CHF | 100.00% | 100.00% |
02.07.2024 | 1.65% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'245 CHF | 61'245 CHF | 100.00% | 100.00% |