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 | 1.57% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 98'305 | 98'305 | 62'053 CHF | 63'036 CHF | 99.05% | 99.05% |
12.07.2024 | 1.81% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'869 CHF | 55'869 CHF | 98.80% | 98.80% |
11.07.2024 | 1.57% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'335 CHF | 64'335 CHF | 98.33% | 98.33% |
10.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'421 | 99'421 | 56'552 CHF | 57'546 CHF | 95.09% | 95.09% |
09.07.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'841 CHF | 59'841 CHF | 98.67% | 98.67% |
08.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'406 CHF | 57'406 CHF | 98.50% | 98.50% |
05.07.2024 | 2.31% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 122'246 | 122'246 | 52'340 CHF | 53'563 CHF | 99.18% | 99.18% |
04.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'615 CHF | 53'865 CHF | 99.17% | 99.17% |
03.07.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'821 CHF | 55'071 CHF | 98.33% | 98.33% |
02.07.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'847 CHF | 53'097 CHF | 98.77% | 98.77% |