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 | 1.44% | 0.70 CHF | 0.71 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 61'855 CHF | 62'755 CHF | 99.50% | 99.56% |
12.07.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'728 CHF | 70'728 CHF | 99.54% | 99.54% |
11.07.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'826 CHF | 64'826 CHF | 99.49% | 99.49% |
10.07.2024 | 1.61% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'747 CHF | 62'747 CHF | 99.49% | 99.54% |
09.07.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 47'970 CHF | 48'770 CHF | 99.49% | 99.49% |
08.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 67'407 CHF | 68'207 CHF | 99.61% | 99.61% |
05.07.2024 | 1.13% | 0.83 CHF | 0.84 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 70'776 CHF | 71'576 CHF | 99.55% | 99.55% |
04.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 69'927 CHF | 70'727 CHF | 99.53% | 99.53% |
03.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 74'225 CHF | 75'125 CHF | 99.43% | 99.48% |
02.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 66'313 CHF | 67'213 CHF | 99.58% | 99.58% |