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 | 1.60% | 0.62 CHF | 0.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 46'553 CHF | 47'303 CHF | 98.71% | 98.71% |
12.07.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'555 CHF | 48'305 CHF | 98.47% | 98.47% |
11.07.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 46'486 CHF | 47'236 CHF | 99.08% | 99.08% |
10.07.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 44'430 CHF | 45'180 CHF | 100.00% | 100.00% |
09.07.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'123 CHF | 53'123 CHF | 98.75% | 98.75% |
08.07.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'215 CHF | 50'215 CHF | 100.00% | 100.00% |
05.07.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'697 CHF | 49'697 CHF | 98.97% | 98.97% |
04.07.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'804 CHF | 48'804 CHF | 100.00% | 100.00% |
03.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'838 CHF | 45'838 CHF | 97.93% | 97.93% |
02.07.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'175 CHF | 45'175 CHF | 100.00% | 100.00% |