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 | 3.65% | 0.81 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'593 CHF | 62'843 CHF | 99.73% | 99.73% |
12.07.2024 | 3.89% | 0.78 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'812 CHF | 60'103 CHF | 99.01% | 99.01% |
11.07.2024 | 3.97% | 0.79 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'506 CHF | 57'756 CHF | 99.09% | 99.09% |
10.07.2024 | 3.95% | 0.74 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'825 CHF | 58'075 CHF | 100.00% | 100.00% |
09.07.2024 | 3.96% | 0.74 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'732 CHF | 57'982 CHF | 100.00% | 100.00% |
08.07.2024 | 4.05% | 0.73 CHF | 0.76 CHF | 75'000 | 75'000 | 75'625 | 75'000 | 54'909 CHF | 56'715 CHF | 100.00% | 100.00% |
05.07.2024 | 4.04% | 0.73 CHF | 0.76 CHF | 75'000 | 75'000 | 75'006 | 75'000 | 54'622 CHF | 56'868 CHF | 98.86% | 98.86% |
04.07.2024 | 3.96% | 0.73 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'676 CHF | 57'926 CHF | 100.00% | 100.00% |
03.07.2024 | 4.13% | 0.73 CHF | 0.76 CHF | 75'000 | 75'000 | 79'435 | 75'000 | 56'467 CHF | 55'570 CHF | 99.82% | 99.82% |
02.07.2024 | 4.38% | 0.70 CHF | 0.73 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'610 CHF | 52'510 CHF | 100.00% | 100.00% |