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% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 48'107 | 36'054 | 65'572 CHF | 49'421 CHF | 91.12% | 91.12% |
12.07.2024 | 1.57% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 56'344 | 37'082 | 67'591 CHF | 45'853 CHF | 81.15% | 81.15% |
11.07.2024 | 1.48% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 54'449 | 36'279 | 66'179 CHF | 44'383 CHF | 87.36% | 87.36% |
10.07.2024 | 1.51% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 54'388 | 38'204 | 64'733 CHF | 45'893 CHF | 76.63% | 76.63% |
09.07.2024 | 1.42% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 47'632 | 35'535 | 61'480 CHF | 46'643 CHF | 95.73% | 95.73% |
08.07.2024 | 1.80% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 55'276 | 34'871 | 59'720 CHF | 39'454 CHF | 93.22% | 93.22% |
05.07.2024 | 1.85% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 55'729 | 35'367 | 55'892 CHF | 36'026 CHF | 98.13% | 98.13% |
04.07.2024 | 1.85% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 60'120 | 33'993 | 59'734 CHF | 34'378 CHF | 86.24% | 86.24% |
03.07.2024 | 1.92% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 63'309 | 35'503 | 60'924 CHF | 34'532 CHF | 96.93% | 96.93% |
02.07.2024 | 2.26% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 71'071 | 35'699 | 59'822 CHF | 31'738 CHF | 94.48% | 94.48% |