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% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'460 CHF | 127'210 CHF | 99.66% | 99.66% |
12.07.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'472 CHF | 126'222 CHF | 99.01% | 99.01% |
11.07.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'642 CHF | 121'392 CHF | 99.05% | 99.05% |
10.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'827 CHF | 114'577 CHF | 100.00% | 100.00% |
09.07.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'840 CHF | 115'590 CHF | 100.00% | 100.00% |
08.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'928 CHF | 115'678 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'022 CHF | 118'772 CHF | 98.98% | 98.98% |
04.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'325 CHF | 117'075 CHF | 100.00% | 100.00% |
03.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'267 CHF | 115'017 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 107'828 CHF | 108'578 CHF | 99.73% | 99.73% |