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 | 0.61% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'934 CHF | 163'934 CHF | 99.68% | 99.68% |
12.07.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'503 CHF | 164'503 CHF | 98.32% | 98.32% |
11.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'469 CHF | 169'469 CHF | 97.31% | 97.31% |
10.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 172'048 CHF | 173'048 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 169'952 CHF | 170'952 CHF | 100.00% | 100.00% |
08.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 171'797 CHF | 172'797 CHF | 99.36% | 99.36% |
05.07.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 172'083 CHF | 173'083 CHF | 99.62% | 99.62% |
04.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 171'636 CHF | 172'636 CHF | 98.75% | 98.75% |
03.07.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 174'505 CHF | 175'505 CHF | 99.60% | 99.60% |
02.07.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 178'951 CHF | 179'951 CHF | 99.96% | 99.96% |