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 | 0.60% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'338 CHF | 83'838 CHF | 97.52% | 97.52% |
12.07.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'319 CHF | 83'819 CHF | 84.28% | 84.28% |
11.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'377 CHF | 80'877 CHF | 99.49% | 99.49% |
10.07.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'391 CHF | 76'891 CHF | 99.55% | 99.55% |
09.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'509 CHF | 79'009 CHF | 99.42% | 99.42% |
08.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'886 CHF | 80'386 CHF | 99.47% | 99.47% |
05.07.2024 | 0.60% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'572 CHF | 83'072 CHF | 98.41% | 98.41% |
04.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'902 CHF | 82'402 CHF | 97.11% | 97.11% |
03.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'840 CHF | 80'340 CHF | 95.88% | 95.88% |
02.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'810 CHF | 75'310 CHF | 93.09% | 93.09% |