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 | 0.64% | 1.59 CHF | 1.60 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 85'888 CHF | 86'438 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 85'501 CHF | 86'051 CHF | 99.00% | 99.00% |
11.07.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 87'174 CHF | 87'724 CHF | 99.85% | 99.85% |
10.07.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 92'563 CHF | 93'113 CHF | 99.81% | 99.81% |
09.07.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 89'818 CHF | 90'368 CHF | 100.00% | 100.00% |
08.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 94'112 CHF | 94'662 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 94'347 CHF | 94'897 CHF | 100.00% | 100.00% |
04.07.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 95'845 CHF | 96'395 CHF | 100.00% | 100.00% |
03.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 97'023 CHF | 97'573 CHF | 99.50% | 99.50% |
02.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 106'523 CHF | 107'073 CHF | 100.00% | 100.00% |