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 | 0.69% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 123'722 CHF | 124'576 CHF | 99.71% | 99.71% |
12.07.2024 | 0.71% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 123'652 CHF | 124'529 CHF | 99.01% | 99.01% |
11.07.2024 | 0.75% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'528 CHF | 122'443 CHF | 99.09% | 99.09% |
10.07.2024 | 0.70% | 1.63 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'642 CHF | 123'500 CHF | 100.00% | 100.00% |
09.07.2024 | 0.72% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'821 CHF | 127'744 CHF | 100.00% | 100.00% |
08.07.2024 | 0.68% | 1.69 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'958 CHF | 126'819 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'715 CHF | 127'465 CHF | 96.57% | 96.57% |
04.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'977 CHF | 123'727 CHF | 100.00% | 100.00% |
03.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'080 CHF | 121'830 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'678 CHF | 107'428 CHF | 100.00% | 100.00% |