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 | 1.50% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'064 CHF | 50'498 CHF | 98.72% | 98.72% |
12.07.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'963 CHF | 51'341 CHF | 99.38% | 99.38% |
11.07.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 78'316 | 75'000 | 55'053 CHF | 53'498 CHF | 99.16% | 99.16% |
10.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'642 CHF | 56'392 CHF | 100.00% | 100.00% |
09.07.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 77'053 | 75'000 | 55'737 CHF | 55'036 CHF | 100.00% | 100.00% |
08.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 76'517 | 75'000 | 54'990 CHF | 54'674 CHF | 100.00% | 100.00% |
05.07.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'566 CHF | 50'968 CHF | 99.62% | 99.62% |
04.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'891 CHF | 52'210 CHF | 100.00% | 100.00% |
03.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 76'744 | 75'000 | 55'281 CHF | 54'793 CHF | 99.73% | 99.73% |
02.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'437 CHF | 60'187 CHF | 100.00% | 100.00% |