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 | 1.44% | 1.00 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'209 CHF | 75'282 CHF | 98.73% | 98.73% |
12.07.2024 | 2.62% | 0.97 CHF | 0.99 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 36'989 CHF | 37'969 CHF | 99.38% | 99.38% |
11.07.2024 | 2.80% | 0.98 CHF | 1.01 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 34'681 CHF | 35'663 CHF | 99.08% | 99.08% |
10.07.2024 | 2.69% | 0.61 CHF | 0.63 CHF | 90'000 | 75'000 | 81'204 | 75'000 | 52'171 CHF | 49'526 CHF | 100.00% | 100.00% |
09.07.2024 | 2.29% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'166 CHF | 50'996 CHF | 100.00% | 100.00% |
08.07.2024 | 2.16% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 79'936 | 75'000 | 55'313 CHF | 53'032 CHF | 100.00% | 100.00% |
05.07.2024 | 2.22% | 0.73 CHF | 0.75 CHF | 75'000 | 75'000 | 76'095 | 75'000 | 54'888 CHF | 55'330 CHF | 99.62% | 99.62% |
04.07.2024 | 2.03% | 0.72 CHF | 0.74 CHF | 75'000 | 75'000 | 76'136 | 75'000 | 54'802 CHF | 55'109 CHF | 100.00% | 100.00% |
03.07.2024 | 2.37% | 0.72 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'477 CHF | 56'805 CHF | 99.73% | 99.73% |
02.07.2024 | 1.92% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'785 CHF | 59'927 CHF | 100.00% | 100.00% |