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 | 1.58% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 55'783 | 36'044 | 64'501 CHF | 41'842 CHF | 91.20% | 91.20% |
12.07.2024 | 1.90% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 63'801 | 37'064 | 62'896 CHF | 38'085 CHF | 81.26% | 81.26% |
11.07.2024 | 1.77% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 55'732 | 36'153 | 56'143 CHF | 36'665 CHF | 87.35% | 87.35% |
10.07.2024 | 1.84% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 60'781 | 38'188 | 59'677 CHF | 37'863 CHF | 76.71% | 76.71% |
09.07.2024 | 1.70% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 55'413 | 35'456 | 59'755 CHF | 39'101 CHF | 95.66% | 95.66% |
08.07.2024 | 2.24% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 69'476 | 34'848 | 59'740 CHF | 32'194 CHF | 93.39% | 93.39% |
05.07.2024 | 2.34% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 71'086 | 35'333 | 56'537 CHF | 28'652 CHF | 98.18% | 98.18% |
04.07.2024 | 2.39% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 70'947 | 34'014 | 55'767 CHF | 27'352 CHF | 86.23% | 86.23% |
03.07.2024 | 2.44% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 71'385 | 35'483 | 53'937 CHF | 27'160 CHF | 97.09% | 97.09% |
02.07.2024 | 2.97% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 86'732 | 35'677 | 54'641 CHF | 24'346 CHF | 94.60% | 94.60% |