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 | 1.31% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'105 CHF | 57'855 CHF | 99.04% | 99.04% |
12.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 78'430 | 78'430 | 53'130 CHF | 53'914 CHF | 98.83% | 98.83% |
11.07.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 75'000 | 75'000 | 75'790 | 75'790 | 52'167 CHF | 52'925 CHF | 98.06% | 98.06% |
10.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'679 | 75'679 | 51'949 CHF | 52'706 CHF | 63.50% | 63.50% |
09.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'224 CHF | 64'224 CHF | 98.66% | 98.66% |
08.07.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'003 CHF | 62'003 CHF | 98.55% | 98.55% |
05.07.2024 | 1.79% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'477 CHF | 56'477 CHF | 99.17% | 99.17% |
04.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'106 CHF | 56'106 CHF | 99.18% | 99.18% |
03.07.2024 | 1.73% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'381 CHF | 58'381 CHF | 98.43% | 98.43% |
02.07.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 102'900 | 102'900 | 58'061 CHF | 59'090 CHF | 98.77% | 98.77% |