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 | 0.67% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'523 CHF | 75'023 CHF | 99.72% | 99.72% |
12.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'271 CHF | 75'771 CHF | 99.01% | 99.01% |
11.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'249 CHF | 76'749 CHF | 99.08% | 99.08% |
10.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'433 CHF | 74'933 CHF | 100.00% | 100.00% |
09.07.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'805 CHF | 73'305 CHF | 100.00% | 100.00% |
08.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'326 CHF | 74'826 CHF | 100.00% | 100.00% |
05.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'261 CHF | 73'761 CHF | 98.86% | 98.86% |
04.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'723 CHF | 73'223 CHF | 100.00% | 100.00% |
03.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'414 CHF | 70'914 CHF | 99.82% | 99.82% |
02.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'460 CHF | 70'960 CHF | 100.00% | 100.00% |