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 | 0.91% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'302 CHF | 77'001 CHF | 97.09% | 97.09% |
12.07.2024 | 0.95% | 1.54 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'944 CHF | 75'656 CHF | 99.01% | 99.01% |
11.07.2024 | 0.93% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'819 CHF | 75'515 CHF | 99.09% | 99.09% |
10.07.2024 | 1.01% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'546 CHF | 72'273 CHF | 100.00% | 100.00% |
09.07.2024 | 0.98% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'628 CHF | 73'342 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'135 CHF | 75'847 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 1.49 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'507 CHF | 76'203 CHF | 98.87% | 98.87% |
04.07.2024 | 0.85% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'632 CHF | 81'323 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'276 CHF | 78'961 CHF | 99.73% | 99.73% |
02.07.2024 | 0.90% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'520 CHF | 77'215 CHF | 100.00% | 100.00% |