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 | 1.29% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'881 CHF | 58'631 CHF | 99.38% | 99.38% |
12.07.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'445 CHF | 59'195 CHF | 99.06% | 99.06% |
11.07.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'030 CHF | 54'780 CHF | 98.23% | 98.23% |
10.07.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 48'627 CHF | 49'377 CHF | 95.44% | 95.44% |
09.07.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'110 CHF | 53'860 CHF | 99.05% | 99.05% |
08.07.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'068 CHF | 56'818 CHF | 99.24% | 99.24% |
05.07.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'590 CHF | 59'340 CHF | 99.39% | 99.39% |
04.07.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 74'998 | 75'000 | 56'169 CHF | 56'920 CHF | 99.38% | 99.38% |
03.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 74'998 | 54'126 CHF | 54'875 CHF | 98.65% | 98.65% |
02.07.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'644 CHF | 53'394 CHF | 99.06% | 99.06% |