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 | 1.34% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'779 CHF | 56'529 CHF | 100.00% | 100.00% |
12.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'236 CHF | 57'986 CHF | 99.69% | 99.69% |
11.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'111 CHF | 58'861 CHF | 99.14% | 99.14% |
10.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'539 CHF | 57'289 CHF | 96.08% | 96.08% |
09.07.2024 | 1.36% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'848 CHF | 55'598 CHF | 99.66% | 99.66% |
08.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 88'039 | 88'039 | 58'409 CHF | 59'290 CHF | 99.85% | 99.85% |
05.07.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 99'711 | 99'711 | 64'148 CHF | 65'146 CHF | 100.00% | 100.00% |
04.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'570 CHF | 52'320 CHF | 100.00% | 100.00% |
03.07.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'721 CHF | 53'471 CHF | 99.24% | 99.24% |
02.07.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'069 CHF | 62'819 CHF | 99.67% | 99.67% |