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 | 0.79% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'382 CHF | 77'994 CHF | 99.73% | 99.73% |
12.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'262 CHF | 79'762 CHF | 99.01% | 99.01% |
11.07.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'466 CHF | 80'986 CHF | 99.09% | 99.09% |
10.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'913 CHF | 79'413 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'603 CHF | 81'103 CHF | 100.00% | 100.00% |
08.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'013 CHF | 82'513 CHF | 100.00% | 100.00% |
05.07.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'508 CHF | 78'008 CHF | 98.86% | 98.86% |
04.07.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'271 CHF | 75'771 CHF | 100.00% | 100.00% |
03.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'502 CHF | 75'002 CHF | 99.82% | 99.82% |
02.07.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'586 CHF | 74'086 CHF | 100.00% | 100.00% |