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% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'584 CHF | 84'084 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'627 CHF | 83'127 CHF | 98.91% | 98.91% |
11.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'752 CHF | 81'252 CHF | 99.47% | 99.47% |
10.07.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'719 CHF | 77'219 CHF | 99.81% | 99.81% |
09.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'479 CHF | 74'979 CHF | 100.00% | 100.00% |
08.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'226 CHF | 77'726 CHF | 100.00% | 100.00% |
05.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'779 CHF | 77'279 CHF | 100.00% | 100.00% |
04.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'184 CHF | 78'684 CHF | 100.00% | 100.00% |
03.07.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'594 CHF | 76'094 CHF | 99.46% | 99.46% |
02.07.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'124 CHF | 71'624 CHF | 99.95% | 99.95% |