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 | 0.56% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'651 CHF | 134'401 CHF | 99.66% | 99.66% |
12.07.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'761 CHF | 133'511 CHF | 99.01% | 99.01% |
11.07.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'944 CHF | 128'694 CHF | 99.09% | 99.09% |
10.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'148 CHF | 121'898 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'035 CHF | 122'785 CHF | 99.99% | 99.99% |
08.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'272 CHF | 123'022 CHF | 99.49% | 99.49% |
05.07.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'270 CHF | 126'020 CHF | 98.97% | 98.97% |
04.07.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 123'553 CHF | 124'303 CHF | 100.00% | 100.00% |
03.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'510 CHF | 122'260 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'114 CHF | 115'864 CHF | 99.96% | 99.96% |