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 | 0.55% | 1.82 CHF | 1.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'830 CHF | 137'580 CHF | 99.39% | 99.39% |
12.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'439 CHF | 137'189 CHF | 99.07% | 99.07% |
11.07.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'202 CHF | 132'952 CHF | 85.72% | 85.72% |
10.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'483 CHF | 129'233 CHF | 95.49% | 95.49% |
09.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'699 CHF | 128'449 CHF | 99.05% | 99.05% |
08.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'243 CHF | 130'993 CHF | 99.24% | 99.24% |
05.07.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'367 CHF | 130'117 CHF | 99.39% | 99.39% |
04.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'964 CHF | 129'714 CHF | 99.39% | 99.39% |
03.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'633 CHF | 125'383 CHF | 98.64% | 98.64% |
02.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'184 CHF | 122'934 CHF | 99.04% | 99.04% |