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 | 1.23% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 48'087 | 36'024 | 71'900 CHF | 54'145 CHF | 91.20% | 91.20% |
12.07.2024 | 1.41% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 48'867 | 37'060 | 65'400 CHF | 50'736 CHF | 81.28% | 81.28% |
11.07.2024 | 1.33% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 48'070 | 36'220 | 64'713 CHF | 49'094 CHF | 87.51% | 87.51% |
10.07.2024 | 1.38% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 49'658 | 38'110 | 65'749 CHF | 50'845 CHF | 76.53% | 76.53% |
09.07.2024 | 1.29% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 47'626 | 35'526 | 67'834 CHF | 51'371 CHF | 95.82% | 95.82% |
08.07.2024 | 1.59% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 55'171 | 34'851 | 66'864 CHF | 44'016 CHF | 93.36% | 93.36% |
05.07.2024 | 1.64% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 55'434 | 35'338 | 62'932 CHF | 40'674 CHF | 98.17% | 98.17% |
04.07.2024 | 1.66% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 54'902 | 34'326 | 61'883 CHF | 39'290 CHF | 83.28% | 83.28% |
03.07.2024 | 1.68% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 55'508 | 35'486 | 60'798 CHF | 39'263 CHF | 97.07% | 97.07% |
02.07.2024 | 1.93% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 63'372 | 35'684 | 62'079 CHF | 36'494 CHF | 94.61% | 94.61% |