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 | 1.32% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'292 CHF | 57'042 CHF | 98.72% | 98.72% |
12.07.2024 | 1.30% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'223 CHF | 57'973 CHF | 99.38% | 99.38% |
11.07.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'280 CHF | 60'030 CHF | 99.15% | 99.15% |
10.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'142 CHF | 62'892 CHF | 100.00% | 100.00% |
09.07.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'791 CHF | 61'541 CHF | 100.00% | 100.00% |
08.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'556 CHF | 61'306 CHF | 97.72% | 97.72% |
05.07.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'556 CHF | 57'306 CHF | 94.31% | 94.31% |
04.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'018 CHF | 58'768 CHF | 100.00% | 100.00% |
03.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'567 CHF | 61'317 CHF | 99.73% | 99.73% |
02.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'918 CHF | 66'668 CHF | 100.00% | 100.00% |