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 | 1.13% | 1.57 CHF | 1.58 CHF | 75'000 | 75'000 | 45'204 | 36'052 | 73'229 CHF | 58'799 CHF | 91.13% | 91.13% |
12.07.2024 | 1.29% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 48'881 | 37'080 | 71'658 CHF | 55'497 CHF | 81.16% | 81.16% |
11.07.2024 | 1.22% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 48'105 | 36'272 | 70'924 CHF | 53'809 CHF | 87.44% | 87.44% |
10.07.2024 | 1.25% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 49'721 | 38'203 | 72'210 CHF | 55'867 CHF | 76.64% | 76.64% |
09.07.2024 | 1.18% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 47'583 | 35'464 | 73'838 CHF | 55'807 CHF | 95.60% | 95.60% |
08.07.2024 | 1.44% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 47'315 | 34'870 | 63'902 CHF | 48'527 CHF | 93.24% | 93.24% |
05.07.2024 | 1.44% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 47'627 | 35'367 | 60'199 CHF | 45'247 CHF | 98.13% | 98.13% |
04.07.2024 | 1.49% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 47'084 | 33'999 | 59'145 CHF | 43'295 CHF | 86.20% | 86.20% |
03.07.2024 | 1.51% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 54'781 | 35'501 | 67'006 CHF | 43'833 CHF | 96.94% | 96.94% |
02.07.2024 | 1.68% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 55'620 | 35'686 | 61'928 CHF | 41'088 CHF | 94.47% | 94.47% |