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 | 2.90% | 0.89 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'983 CHF | 68'953 CHF | 99.38% | 99.38% |
12.07.2024 | 2.35% | 0.90 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'301 CHF | 68'903 CHF | 99.01% | 99.01% |
11.07.2024 | 2.42% | 0.90 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'305 CHF | 66'908 CHF | 99.09% | 99.09% |
10.07.2024 | 2.35% | 0.88 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'406 CHF | 67'982 CHF | 100.00% | 100.00% |
09.07.2024 | 2.27% | 0.90 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'311 CHF | 71'922 CHF | 93.15% | 93.15% |
08.07.2024 | 2.25% | 0.93 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'562 CHF | 71'145 CHF | 100.00% | 100.00% |
05.07.2024 | 2.20% | 0.92 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'083 CHF | 71'639 CHF | 95.32% | 95.32% |
04.07.2024 | 2.33% | 0.89 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'743 CHF | 68'314 CHF | 99.69% | 99.69% |
03.07.2024 | 2.39% | 0.86 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'144 CHF | 66'717 CHF | 99.50% | 99.50% |
02.07.2024 | 2.59% | 0.71 CHF | 0.73 CHF | 80'000 | 75'000 | 79'822 | 75'000 | 55'864 CHF | 53'874 CHF | 100.00% | 100.00% |