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 | 0.87% | 1.83 CHF | 1.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'622 CHF | 142'856 CHF | 95.22% | 95.22% |
12.07.2024 | 0.88% | 1.88 CHF | 1.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 142'135 CHF | 143'392 CHF | 99.01% | 99.01% |
11.07.2024 | 0.86% | 1.84 CHF | 1.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 139'894 CHF | 141'103 CHF | 89.15% | 89.15% |
10.07.2024 | 0.93% | 1.78 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'991 CHF | 131'201 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'951 CHF | 132'077 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 1.73 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'371 CHF | 130'514 CHF | 99.71% | 99.71% |
05.07.2024 | 0.93% | 1.69 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'255 CHF | 130'462 CHF | 98.81% | 98.81% |
04.07.2024 | 0.93% | 1.73 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'589 CHF | 129'788 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 1.66 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'378 CHF | 126'510 CHF | 99.73% | 99.73% |
02.07.2024 | 0.99% | 1.67 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 123'899 CHF | 125'134 CHF | 100.00% | 100.00% |