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 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'145 CHF | 70'895 CHF | 99.06% | 99.06% |
12.07.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'456 CHF | 63'206 CHF | 98.81% | 98.81% |
11.07.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'889 CHF | 64'639 CHF | 97.75% | 97.75% |
10.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'903 CHF | 63'653 CHF | 95.13% | 95.13% |
09.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'357 CHF | 59'107 CHF | 98.65% | 98.65% |
08.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'674 CHF | 57'424 CHF | 98.57% | 98.57% |
05.07.2024 | 1.43% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'252 CHF | 53'002 CHF | 99.18% | 99.18% |
04.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'831 CHF | 52'581 CHF | 99.18% | 99.18% |
03.07.2024 | 1.38% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'120 | 75'120 | 53'961 CHF | 54'712 CHF | 98.43% | 98.43% |
02.07.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 81'718 | 81'718 | 57'162 CHF | 57'980 CHF | 98.78% | 98.78% |