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 | 0.83% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'708 CHF | 82'388 CHF | 97.10% | 97.10% |
12.07.2024 | 0.89% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'304 CHF | 81'020 CHF | 99.01% | 99.01% |
11.07.2024 | 0.83% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'194 CHF | 80'861 CHF | 99.00% | 99.00% |
10.07.2024 | 0.85% | 1.55 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'957 CHF | 77'612 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 1.53 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'956 CHF | 78'694 CHF | 99.99% | 99.99% |
08.07.2024 | 0.91% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'476 CHF | 81'214 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 1.60 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'865 CHF | 81'582 CHF | 98.87% | 98.87% |
04.07.2024 | 0.80% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'035 CHF | 86'723 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.69 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'588 CHF | 84'304 CHF | 99.73% | 99.73% |
02.07.2024 | 0.81% | 1.67 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'884 CHF | 82'551 CHF | 99.04% | 99.04% |