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 | 1.38% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'053 CHF | 54'803 CHF | 98.72% | 98.72% |
12.07.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'055 CHF | 55'805 CHF | 98.47% | 98.47% |
11.07.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'986 CHF | 54'736 CHF | 99.09% | 99.09% |
10.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'930 CHF | 52'680 CHF | 100.00% | 100.00% |
09.07.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'123 CHF | 63'123 CHF | 98.75% | 98.75% |
08.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'215 CHF | 60'215 CHF | 100.00% | 100.00% |
05.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'697 CHF | 59'697 CHF | 98.97% | 98.97% |
04.07.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'804 CHF | 58'804 CHF | 100.00% | 100.00% |
03.07.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'851 CHF | 55'851 CHF | 97.92% | 97.92% |
02.07.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'175 CHF | 55'175 CHF | 100.00% | 100.00% |