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 | 4.44% | 0.88 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'000 CHF | 69'000 CHF | 99.39% | 99.39% |
12.07.2024 | 4.45% | 0.88 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'964 CHF | 68'964 CHF | 99.07% | 99.07% |
11.07.2024 | 4.45% | 0.87 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'934 CHF | 68'934 CHF | 89.33% | 89.33% |
10.07.2024 | 4.44% | 0.88 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'063 CHF | 69'063 CHF | 95.48% | 95.48% |
09.07.2024 | 4.52% | 0.88 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'819 CHF | 67'819 CHF | 99.04% | 99.04% |
08.07.2024 | 4.61% | 0.85 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'560 CHF | 66'560 CHF | 99.21% | 99.21% |
05.07.2024 | 4.53% | 0.87 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'800 CHF | 67'800 CHF | 96.23% | 96.23% |
04.07.2024 | 4.20% | 0.93 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'980 CHF | 72'980 CHF | 99.39% | 99.39% |
03.07.2024 | 4.15% | 0.94 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'764 CHF | 73'764 CHF | 98.63% | 98.63% |
02.07.2024 | 4.08% | 0.95 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'985 CHF | 74'985 CHF | 99.05% | 99.05% |