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% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'326 CHF | 57'177 CHF | 99.68% | 99.68% |
12.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'606 CHF | 57'356 CHF | 99.01% | 99.01% |
11.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 76'380 | 75'000 | 55'412 CHF | 55'183 CHF | 99.09% | 99.09% |
10.07.2024 | 1.44% | 0.73 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'561 CHF | 56'367 CHF | 100.00% | 100.00% |
09.07.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'715 CHF | 60'480 CHF | 100.00% | 100.00% |
08.07.2024 | 1.45% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'948 CHF | 59'811 CHF | 100.00% | 100.00% |
05.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'493 CHF | 60'243 CHF | 96.57% | 96.57% |
04.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'785 CHF | 56'535 CHF | 100.00% | 100.00% |
03.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 76'298 | 75'000 | 54'824 CHF | 54'673 CHF | 100.00% | 100.00% |
02.07.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 86'626 | 75'000 | 86'956 | 75'000 | 45'750 CHF | 40'212 CHF | 100.00% | 100.00% |