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 | 1.34% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'458 CHF | 56'208 CHF | 98.72% | 98.72% |
12.07.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'866 | 75'000 | 55'338 CHF | 55'477 CHF | 99.38% | 99.38% |
11.07.2024 | 1.42% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 78'622 | 75'000 | 55'042 CHF | 53'292 CHF | 99.15% | 99.15% |
10.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'080 CHF | 50'512 CHF | 100.00% | 100.00% |
09.07.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'528 CHF | 51'870 CHF | 100.00% | 100.00% |
08.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 79'950 | 75'000 | 54'844 CHF | 52'200 CHF | 100.00% | 100.00% |
05.07.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 75'675 | 75'000 | 55'796 CHF | 56'066 CHF | 99.62% | 99.62% |
04.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 76'421 | 75'000 | 55'011 CHF | 54'753 CHF | 100.00% | 100.00% |
03.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'885 CHF | 52'205 CHF | 99.73% | 99.73% |
02.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 80'000 | 75'000 | 87'877 | 75'000 | 54'134 CHF | 46'974 CHF | 100.00% | 100.00% |