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 | 1.20% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'406 CHF | 63'156 CHF | 99.04% | 99.04% |
12.07.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'455 CHF | 54'205 CHF | 98.83% | 98.83% |
11.07.2024 | 1.36% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'731 CHF | 55'481 CHF | 97.97% | 97.97% |
10.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'180 | 75'180 | 53'158 CHF | 53'910 CHF | 95.14% | 95.14% |
09.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'736 | 99'736 | 62'889 CHF | 63'887 CHF | 98.70% | 98.70% |
08.07.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'542 CHF | 61'542 CHF | 98.56% | 98.56% |
05.07.2024 | 1.86% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'394 CHF | 54'394 CHF | 99.18% | 99.18% |
04.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'547 CHF | 53'547 CHF | 99.18% | 99.18% |
03.07.2024 | 1.74% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'119 | 100'119 | 57'007 CHF | 58'009 CHF | 98.44% | 98.44% |
02.07.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 125'000 | 125'000 | 106'715 | 106'715 | 58'551 CHF | 59'618 CHF | 98.84% | 98.84% |