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 | 1.36% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'812 CHF | 55'562 CHF | 99.05% | 99.05% |
12.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'292 CHF | 58'042 CHF | 98.82% | 98.82% |
11.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'004 CHF | 57'754 CHF | 98.28% | 98.28% |
10.07.2024 | 1.30% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'390 CHF | 58'140 CHF | 95.09% | 95.09% |
09.07.2024 | 1.39% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'622 CHF | 54'372 CHF | 98.67% | 98.67% |
08.07.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 95'279 | 95'279 | 63'144 CHF | 64'097 CHF | 98.59% | 98.59% |
05.07.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 80'475 | 80'475 | 53'441 CHF | 54'246 CHF | 99.17% | 99.17% |
04.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'281 CHF | 52'031 CHF | 99.18% | 99.18% |
03.07.2024 | 1.39% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'792 CHF | 54'542 CHF | 98.44% | 98.44% |
02.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'867 CHF | 56'617 CHF | 98.82% | 98.82% |