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 | 1.49% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 49'829 CHF | 50'579 CHF | 100.00% | 100.00% |
12.07.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'848 CHF | 48'598 CHF | 99.68% | 99.68% |
11.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 46'444 CHF | 47'194 CHF | 86.34% | 86.34% |
10.07.2024 | 1.70% | 0.62 CHF | 0.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'794 CHF | 44'544 CHF | 96.10% | 96.10% |
09.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 41'377 CHF | 42'127 CHF | 99.67% | 99.67% |
08.07.2024 | 1.65% | 0.55 CHF | 0.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 45'249 CHF | 45'999 CHF | 99.84% | 99.84% |
05.07.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 50'269 CHF | 51'019 CHF | 100.00% | 100.00% |
04.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'256 CHF | 48'006 CHF | 100.00% | 100.00% |
03.07.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 48'268 CHF | 49'018 CHF | 99.24% | 99.24% |
02.07.2024 | 1.81% | 0.58 CHF | 0.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 41'038 CHF | 41'788 CHF | 99.66% | 99.66% |