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 | 1.36% | 0.74 CHF | 0.75 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 58'223 CHF | 59'023 CHF | 99.53% | 99.53% |
12.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 55'993 CHF | 56'793 CHF | 99.52% | 99.52% |
11.07.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 50'073 CHF | 50'773 CHF | 99.51% | 99.51% |
10.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 53'142 CHF | 53'842 CHF | 99.53% | 99.53% |
09.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 53'853 CHF | 54'553 CHF | 99.47% | 99.47% |
08.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 60'447 CHF | 61'247 CHF | 99.57% | 99.57% |
05.07.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 52'413 CHF | 53'113 CHF | 99.56% | 99.56% |
04.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 53'027 CHF | 53'727 CHF | 99.50% | 99.50% |
03.07.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 54'650 CHF | 55'350 CHF | 99.56% | 99.56% |
02.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 54'813 CHF | 55'513 CHF | 99.48% | 99.48% |