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 | 1.23% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'832 CHF | 61'582 CHF | 98.72% | 98.72% |
12.07.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'129 CHF | 60'879 CHF | 99.38% | 99.38% |
11.07.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'976 CHF | 58'726 CHF | 99.16% | 99.16% |
10.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'040 | 75'000 | 55'223 CHF | 55'945 CHF | 100.00% | 100.00% |
09.07.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'614 CHF | 57'364 CHF | 100.00% | 100.00% |
08.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'936 CHF | 57'686 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'963 CHF | 61'713 CHF | 99.62% | 99.62% |
04.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'609 CHF | 60'359 CHF | 100.00% | 100.00% |
03.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'957 CHF | 57'707 CHF | 99.73% | 99.73% |
02.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'100 CHF | 52'407 CHF | 100.00% | 100.00% |