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 | 1.19% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'787 CHF | 63'537 CHF | 99.39% | 99.39% |
12.07.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'193 CHF | 58'943 CHF | 99.06% | 99.06% |
11.07.2024 | 1.43% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'110 CHF | 52'860 CHF | 98.49% | 98.49% |
10.07.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'728 | 99'728 | 64'396 CHF | 65'393 CHF | 95.48% | 95.48% |
09.07.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'833 CHF | 63'833 CHF | 99.06% | 99.06% |
08.07.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 85'483 | 85'483 | 56'921 CHF | 57'776 CHF | 99.23% | 99.23% |
05.07.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 81'026 | 81'026 | 54'937 CHF | 55'747 CHF | 99.39% | 99.39% |
04.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'036 CHF | 64'036 CHF | 99.38% | 99.38% |
03.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 97'360 | 97'360 | 62'145 CHF | 63'119 CHF | 98.63% | 98.63% |
02.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'518 CHF | 59'518 CHF | 99.06% | 99.06% |