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 | 1.29% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'998 CHF | 58'748 CHF | 98.72% | 98.72% |
12.07.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'841 CHF | 59'591 CHF | 99.38% | 99.38% |
11.07.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'998 CHF | 61'748 CHF | 99.16% | 99.16% |
10.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'892 CHF | 64'642 CHF | 100.00% | 100.00% |
09.07.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'536 CHF | 63'286 CHF | 100.00% | 100.00% |
08.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'174 CHF | 62'924 CHF | 100.00% | 100.00% |
05.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'287 CHF | 59'037 CHF | 99.62% | 99.62% |
04.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'710 CHF | 60'460 CHF | 100.00% | 100.00% |
03.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'293 CHF | 63'043 CHF | 99.73% | 99.73% |
02.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'687 CHF | 68'437 CHF | 100.00% | 100.00% |