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 | 0.73% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'660 CHF | 119'533 CHF | 98.71% | 98.71% |
12.07.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'144 CHF | 120'894 CHF | 98.47% | 98.47% |
11.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'680 CHF | 119'430 CHF | 99.08% | 99.08% |
10.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'999 CHF | 116'749 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'083 CHF | 109'833 CHF | 98.75% | 98.75% |
08.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'258 CHF | 107'008 CHF | 100.00% | 100.00% |
05.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'333 CHF | 106'083 CHF | 98.97% | 98.97% |
04.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'508 CHF | 105'258 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'521 CHF | 102'271 CHF | 97.92% | 97.92% |
02.07.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'884 CHF | 101'634 CHF | 100.00% | 100.00% |