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 | 1.48% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 50'303 CHF | 51'053 CHF | 98.72% | 98.72% |
12.07.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'305 CHF | 52'055 CHF | 98.47% | 98.47% |
11.07.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 50'236 CHF | 50'986 CHF | 99.09% | 99.09% |
10.07.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 48'180 CHF | 48'930 CHF | 100.00% | 100.00% |
09.07.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'123 CHF | 58'123 CHF | 98.75% | 98.75% |
08.07.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'215 CHF | 55'215 CHF | 100.00% | 100.00% |
05.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'697 CHF | 54'697 CHF | 98.97% | 98.97% |
04.07.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'804 CHF | 53'804 CHF | 100.00% | 100.00% |
03.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'838 CHF | 50'838 CHF | 97.93% | 97.93% |
02.07.2024 | 2.01% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'175 CHF | 50'175 CHF | 100.00% | 100.00% |