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 | 1.45% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 79'967 | 75'000 | 54'932 CHF | 52'271 CHF | 99.61% | 99.61% |
12.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'977 CHF | 52'291 CHF | 99.01% | 99.01% |
11.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'421 | 75'000 | 55'412 CHF | 53'089 CHF | 93.88% | 93.88% |
10.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'653 CHF | 50'113 CHF | 100.00% | 100.00% |
09.07.2024 | 1.37% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 76'461 | 75'000 | 55'261 CHF | 54'980 CHF | 100.00% | 100.00% |
08.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'101 | 75'000 | 55'544 CHF | 56'223 CHF | 97.53% | 97.53% |
05.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 76'340 | 75'000 | 55'466 CHF | 55'265 CHF | 98.69% | 98.69% |
04.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'177 | 75'000 | 54'598 CHF | 55'222 CHF | 87.44% | 87.44% |
03.07.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 78'612 | 75'000 | 55'665 CHF | 53'875 CHF | 99.95% | 99.95% |
02.07.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 81'853 | 75'000 | 52'392 CHF | 48'791 CHF | 100.00% | 100.00% |