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 | 1.31% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'959 CHF | 19'164 CHF | 99.71% | 99.71% |
12.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'006 CHF | 19'181 CHF | 99.01% | 99.01% |
11.07.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 70'000 | 25'000 | 70'629 | 25'000 | 51'738 CHF | 18'570 CHF | 99.09% | 99.09% |
10.07.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 79'814 | 25'000 | 55'817 CHF | 17'735 CHF | 100.00% | 100.00% |
09.07.2024 | 1.37% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 73'541 | 25'000 | 53'288 CHF | 18'399 CHF | 100.00% | 100.00% |
08.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 51'573 CHF | 18'669 CHF | 100.00% | 100.00% |
05.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'654 CHF | 19'055 CHF | 98.98% | 98.98% |
04.07.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'895 CHF | 19'141 CHF | 100.00% | 100.00% |
03.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 51'342 CHF | 18'587 CHF | 100.00% | 100.00% |
02.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80'000 | 25'000 | 79'952 | 25'000 | 55'362 CHF | 17'561 CHF | 100.00% | 100.00% |