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 | 2.32% | 0.81 CHF | 0.83 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 76'865 CHF | 78'665 CHF | 100.00% | 100.00% |
12.07.2024 | 2.34% | 0.88 CHF | 0.90 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 75'908 CHF | 77'708 CHF | 100.00% | 100.00% |
11.07.2024 | 2.50% | 0.84 CHF | 0.86 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 71'112 CHF | 72'912 CHF | 99.99% | 99.99% |
10.07.2024 | 2.75% | 0.73 CHF | 0.75 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 64'484 CHF | 66'284 CHF | 100.00% | 100.00% |
09.07.2024 | 2.75% | 0.68 CHF | 0.70 CHF | 90'000 | 90'000 | 89'789 | 89'789 | 64'803 CHF | 66'603 CHF | 99.75% | 99.75% |
08.07.2024 | 2.72% | 0.72 CHF | 0.74 CHF | 90'000 | 90'000 | 89'849 | 89'849 | 65'486 CHF | 67'286 CHF | 99.27% | 99.27% |
05.07.2024 | 2.57% | 0.73 CHF | 0.75 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 69'288 CHF | 71'088 CHF | 100.00% | 100.00% |
04.07.2024 | 2.63% | 0.76 CHF | 0.78 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 67'513 CHF | 69'313 CHF | 99.61% | 99.61% |
03.07.2024 | 2.70% | 0.73 CHF | 0.75 CHF | 90'000 | 90'000 | 92'406 | 92'406 | 67'449 CHF | 69'297 CHF | 100.00% | 100.00% |
02.07.2024 | 2.98% | 0.67 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'150 CHF | 68'150 CHF | 100.00% | 100.00% |