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 | 1.42% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'347 CHF | 53'097 CHF | 98.99% | 98.99% |
12.07.2024 | 1.52% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 94'915 | 94'915 | 61'907 CHF | 62'856 CHF | 98.81% | 98.81% |
11.07.2024 | 1.31% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'837 CHF | 57'587 CHF | 96.68% | 96.68% |
10.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'218 | 75'218 | 54'003 CHF | 54'755 CHF | 95.15% | 95.15% |
09.07.2024 | 1.40% | 0.66 CHF | 0.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'271 CHF | 54'021 CHF | 98.69% | 98.69% |
08.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'474 | 75'474 | 55'586 CHF | 56'340 CHF | 98.59% | 98.59% |
05.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 87'198 | 87'198 | 57'792 CHF | 58'664 CHF | 99.17% | 99.17% |
04.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 93'030 | 93'030 | 61'267 CHF | 62'197 CHF | 99.18% | 99.18% |
03.07.2024 | 1.70% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'297 CHF | 59'297 CHF | 98.44% | 98.44% |
02.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'517 CHF | 53'517 CHF | 98.85% | 98.85% |