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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 43'657 CHF | 44'257 CHF | 99.49% | 99.49% |
11.07.2024 | 1.51% | 0.70 CHF | 0.71 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 46'173 CHF | 46'873 CHF | 99.51% | 99.51% |
10.07.2024 | 1.79% | 0.63 CHF | 0.64 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 44'592 CHF | 45'392 CHF | 99.51% | 99.51% |
09.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 42'212 CHF | 43'012 CHF | 99.60% | 99.60% |
08.07.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 36'837 CHF | 37'537 CHF | 99.54% | 99.56% |
05.07.2024 | 1.75% | 0.52 CHF | 0.53 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 39'767 CHF | 40'467 CHF | 99.54% | 99.54% |
04.07.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 38'857 CHF | 39'557 CHF | 99.55% | 99.55% |
03.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 41'201 CHF | 41'901 CHF | 99.52% | 99.52% |
02.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 70'000 | 70'000 | 64'038 | 64'038 | 33'525 CHF | 34'166 CHF | 99.53% | 99.59% |
01.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 43'543 CHF | 44'243 CHF | 99.49% | 99.49% |