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 | 1.37% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'885 | 75'000 | 55'136 CHF | 55'258 CHF | 98.73% | 98.73% |
12.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'142 | 75'000 | 55'946 CHF | 56'636 CHF | 99.38% | 99.38% |
11.07.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'092 CHF | 57'891 CHF | 99.16% | 99.16% |
10.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'129 CHF | 58'879 CHF | 99.38% | 99.38% |
09.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'055 CHF | 60'805 CHF | 100.00% | 100.00% |
08.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'632 CHF | 59'382 CHF | 97.25% | 97.25% |