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% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 52'087 | 36'028 | 63'290 CHF | 44'054 CHF | 91.17% | 91.17% |
12.07.2024 | 1.78% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 56'357 | 37'063 | 59'340 CHF | 40'392 CHF | 81.26% | 81.26% |
11.07.2024 | 1.68% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 55'782 | 36'254 | 59'622 CHF | 38'997 CHF | 87.58% | 87.58% |
10.07.2024 | 1.73% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 57'557 | 38'188 | 60'133 CHF | 40'235 CHF | 76.71% | 76.71% |
09.07.2024 | 1.61% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 55'447 | 35'525 | 63'288 CHF | 41'408 CHF | 95.83% | 95.83% |
08.07.2024 | 2.08% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 63'106 | 34'847 | 58'571 CHF | 34'372 CHF | 93.38% | 93.38% |
05.07.2024 | 2.16% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 63'265 | 35'354 | 54'249 CHF | 30'866 CHF | 98.23% | 98.23% |
04.07.2024 | 2.18% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 63'134 | 34'251 | 53'594 CHF | 29'671 CHF | 84.01% | 84.01% |
03.07.2024 | 2.26% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 69'582 | 35'483 | 56'930 CHF | 29'388 CHF | 97.09% | 97.09% |
02.07.2024 | 2.73% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 78'929 | 35'642 | 54'810 CHF | 26'545 CHF | 94.51% | 94.51% |