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 | 0.65% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'238 CHF | 76'738 CHF | 99.73% | 99.73% |
12.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'105 CHF | 78'605 CHF | 99.01% | 99.01% |
11.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'312 CHF | 79'812 CHF | 99.09% | 99.09% |
10.07.2024 | 0.76% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'727 CHF | 78'324 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'368 CHF | 79'868 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'822 CHF | 81'322 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 1.55 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'244 CHF | 76'869 CHF | 98.56% | 98.56% |
04.07.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'080 CHF | 74'580 CHF | 100.00% | 100.00% |
03.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'256 CHF | 73'756 CHF | 99.82% | 99.82% |
02.07.2024 | 0.82% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'312 CHF | 72'908 CHF | 100.00% | 100.00% |