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 | 0.77% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'431 CHF | 64'931 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'068 CHF | 64'568 CHF | 98.41% | 98.41% |
11.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'615 CHF | 64'115 CHF | 99.60% | 99.60% |
10.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'521 CHF | 64'021 CHF | 99.80% | 99.80% |
09.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'339 CHF | 62'839 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'168 CHF | 61'668 CHF | 98.99% | 98.99% |
05.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'343 CHF | 61'843 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'076 CHF | 62'576 CHF | 98.17% | 98.17% |
03.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'853 CHF | 64'353 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'329 CHF | 66'829 CHF | 99.99% | 99.99% |