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 | 2.22% | 0.87 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'329 CHF | 68'841 CHF | 94.91% | 94.91% |
12.07.2024 | 2.30% | 0.88 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'466 CHF | 66'987 CHF | 98.90% | 98.90% |
11.07.2024 | 2.20% | 0.91 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'334 CHF | 69'852 CHF | 94.10% | 94.10% |
10.07.2024 | 2.26% | 0.90 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'575 CHF | 67'075 CHF | 100.00% | 100.00% |
09.07.2024 | 2.33% | 0.84 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'604 CHF | 65'104 CHF | 100.00% | 100.00% |
08.07.2024 | 2.31% | 0.85 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'533 CHF | 65'019 CHF | 83.70% | 83.70% |
05.07.2024 | 2.53% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'019 CHF | 59'504 CHF | 98.86% | 98.86% |
04.07.2024 | 2.55% | 0.77 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'641 CHF | 59'128 CHF | 99.19% | 99.19% |
03.07.2024 | 2.82% | 0.71 CHF | 0.73 CHF | 80'000 | 75'000 | 79'330 | 75'000 | 55'555 CHF | 54'042 CHF | 99.82% | 99.82% |
02.07.2024 | 2.62% | 0.77 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'520 CHF | 58'020 CHF | 90.79% | 90.79% |