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% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'657 CHF | 61'407 CHF | 99.05% | 99.05% |
12.07.2024 | 1.08% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'205 CHF | 69'955 CHF | 98.81% | 98.81% |
11.07.2024 | 1.19% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'803 CHF | 63'553 CHF | 97.35% | 97.35% |
10.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'854 CHF | 68'604 CHF | 95.14% | 95.14% |
09.07.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'570 CHF | 67'320 CHF | 98.61% | 98.61% |
08.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'693 CHF | 66'443 CHF | 98.55% | 98.55% |
05.07.2024 | 0.98% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 55'115 | 55'115 | 55'923 CHF | 56'474 CHF | 99.17% | 99.17% |
04.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'987 CHF | 52'487 CHF | 99.18% | 99.18% |
03.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'931 CHF | 52'431 CHF | 98.35% | 98.35% |
02.07.2024 | 0.93% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'270 CHF | 53'770 CHF | 98.78% | 98.78% |