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 | 0.59% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'993 CHF | 84'493 CHF | 99.72% | 99.72% |
12.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'870 CHF | 86'370 CHF | 99.01% | 99.01% |
11.07.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'986 CHF | 87'486 CHF | 99.09% | 99.09% |
10.07.2024 | 0.72% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'413 CHF | 86'030 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'266 CHF | 87'766 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'642 CHF | 89'142 CHF | 100.00% | 100.00% |
05.07.2024 | 0.71% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'008 CHF | 84'602 CHF | 98.86% | 98.86% |
04.07.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'848 CHF | 82'348 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'058 CHF | 81'558 CHF | 99.82% | 99.82% |
02.07.2024 | 0.75% | 1.63 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'086 CHF | 80'690 CHF | 100.00% | 100.00% |