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 | 0.71% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'148 CHF | 70'648 CHF | 99.73% | 99.73% |
12.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'863 CHF | 71'363 CHF | 99.01% | 99.01% |
11.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'937 CHF | 72'437 CHF | 99.08% | 99.08% |
10.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'071 CHF | 70'571 CHF | 100.00% | 100.00% |
09.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'411 CHF | 68'911 CHF | 100.00% | 100.00% |
08.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'000 CHF | 70'500 CHF | 100.00% | 100.00% |
05.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'863 CHF | 69'363 CHF | 98.86% | 98.86% |
04.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'434 CHF | 68'934 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'047 CHF | 66'547 CHF | 99.82% | 99.82% |
02.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'020 CHF | 66'520 CHF | 100.00% | 100.00% |