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 | 0.52% | 1.94 CHF | 1.95 CHF | 80'000 | 80'000 | 79'251 | 79'251 | 153'917 CHF | 154'710 CHF | 99.99% | 99.99% |
12.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 80'000 | 80'000 | 79'250 | 79'250 | 139'300 CHF | 140'094 CHF | 100.00% | 100.00% |
11.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 80'000 | 80'000 | 79'250 | 79'250 | 140'613 CHF | 141'406 CHF | 100.00% | 100.00% |
10.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 80'000 | 80'000 | 79'251 | 79'251 | 142'530 CHF | 143'323 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 80'000 | 80'000 | 79'245 | 79'245 | 141'284 CHF | 142'077 CHF | 99.53% | 99.53% |
08.07.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 80'000 | 80'000 | 79'250 | 79'250 | 140'381 CHF | 141'175 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 80'000 | 80'000 | 79'251 | 79'249 | 138'353 CHF | 139'143 CHF | 100.00% | 100.00% |
04.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 80'000 | 80'000 | 79'250 | 79'250 | 139'847 CHF | 140'641 CHF | 100.00% | 100.00% |
03.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 80'000 | 80'000 | 79'250 | 79'250 | 141'018 CHF | 141'811 CHF | 100.00% | 100.00% |
02.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 80'000 | 80'000 | 79'230 | 79'226 | 142'965 CHF | 143'752 CHF | 96.88% | 100.00% |