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 | 0.61% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'346 CHF | 82'846 CHF | 99.39% | 99.39% |
12.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'620 CHF | 83'120 CHF | 99.08% | 99.08% |
11.07.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'236 CHF | 84'736 CHF | 98.26% | 98.26% |
10.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'684 CHF | 86'184 CHF | 95.47% | 95.47% |
09.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'326 CHF | 86'826 CHF | 99.04% | 99.04% |
08.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'070 CHF | 85'570 CHF | 99.24% | 99.24% |
05.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'351 CHF | 84'851 CHF | 99.39% | 99.39% |
04.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'480 CHF | 86'980 CHF | 99.39% | 99.39% |
03.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'090 CHF | 87'590 CHF | 98.64% | 98.64% |
02.07.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'063 CHF | 87'563 CHF | 99.07% | 99.07% |