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% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 95'202 | 95'202 | 63'072 CHF | 64'024 CHF | 99.05% | 99.05% |
12.07.2024 | 1.53% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 94'955 | 94'955 | 61'552 CHF | 62'501 CHF | 98.84% | 98.84% |
11.07.2024 | 1.37% | 0.65 CHF | 0.66 CHF | 75'000 | 75'000 | 75'256 | 75'256 | 54'723 CHF | 55'476 CHF | 98.38% | 98.38% |
10.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'180 CHF | 52'930 CHF | 95.14% | 95.14% |
09.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'228 CHF | 57'978 CHF | 98.67% | 98.67% |
08.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'659 CHF | 60'409 CHF | 98.55% | 98.55% |
05.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'555 CHF | 61'305 CHF | 99.17% | 99.17% |
04.07.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'512 CHF | 63'262 CHF | 99.17% | 99.17% |
03.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'259 CHF | 62'009 CHF | 98.45% | 98.45% |
02.07.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'229 CHF | 59'979 CHF | 98.85% | 98.85% |