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 | 1.70% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'357 CHF | 59'357 CHF | 99.05% | 99.05% |
12.07.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'877 CHF | 58'877 CHF | 98.84% | 98.84% |
11.07.2024 | 1.50% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 86'265 | 86'266 | 57'078 CHF | 57'941 CHF | 89.78% | 89.78% |
10.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 97'348 | 97'348 | 61'713 CHF | 62'687 CHF | 95.14% | 95.14% |
09.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'210 CHF | 52'960 CHF | 98.68% | 98.68% |
08.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'353 CHF | 55'103 CHF | 86.57% | 86.57% |
05.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'302 CHF | 56'052 CHF | 99.18% | 99.18% |
04.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'444 CHF | 58'194 CHF | 99.18% | 99.18% |
03.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'112 CHF | 56'862 CHF | 98.45% | 98.45% |
02.07.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'562 CHF | 55'312 CHF | 98.77% | 98.77% |