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% | 1.72 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'523 CHF | 134'273 CHF | 100.00% | 100.00% |
12.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'244 CHF | 133'994 CHF | 98.98% | 98.98% |
11.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'873 CHF | 134'623 CHF | 99.67% | 99.67% |
10.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 131'454 CHF | 132'204 CHF | 99.85% | 99.85% |
09.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'745 CHF | 135'495 CHF | 100.00% | 100.00% |
08.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'889 CHF | 130'639 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'123 CHF | 129'873 CHF | 100.00% | 100.00% |
04.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'241 CHF | 130'991 CHF | 100.00% | 100.00% |
03.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'348 CHF | 130'098 CHF | 99.49% | 99.49% |
02.07.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'849 CHF | 125'599 CHF | 100.00% | 100.00% |