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 | 1.27% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'886 CHF | 19'852 CHF | 99.72% | 99.72% |
12.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'703 CHF | 19'787 CHF | 99.01% | 99.01% |
11.07.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'190 CHF | 19'247 CHF | 99.09% | 99.09% |
10.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 50'740 CHF | 18'372 CHF | 100.00% | 100.00% |
09.07.2024 | 1.32% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 71'018 | 25'000 | 53'268 CHF | 19'016 CHF | 100.00% | 100.00% |
08.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'343 CHF | 19'301 CHF | 100.00% | 100.00% |
05.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'289 CHF | 19'639 CHF | 98.98% | 98.98% |
04.07.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'601 CHF | 19'750 CHF | 100.00% | 100.00% |
03.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'192 CHF | 19'247 CHF | 100.00% | 100.00% |
02.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 74'191 | 25'000 | 53'319 CHF | 18'231 CHF | 100.00% | 100.00% |