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 | 1.12% | 2.72 CHF | 2.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'128 CHF | 142'718 CHF | 98.52% | 98.52% |
12.07.2024 | 1.12% | 2.86 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'865 CHF | 142'450 CHF | 94.00% | 94.00% |
11.07.2024 | 1.11% | 2.83 CHF | 2.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'710 CHF | 143'290 CHF | 85.98% | 85.98% |
10.07.2024 | 1.13% | 2.80 CHF | 2.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'806 CHF | 140'381 CHF | 90.92% | 90.92% |
09.07.2024 | 1.11% | 2.85 CHF | 2.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'786 CHF | 144'383 CHF | 98.72% | 98.72% |
08.07.2024 | 1.13% | 2.74 CHF | 2.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'825 CHF | 138'381 CHF | 99.73% | 99.73% |
05.07.2024 | 1.15% | 2.67 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'875 CHF | 137'444 CHF | 99.23% | 99.23% |
04.07.2024 | 1.16% | 2.76 CHF | 2.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'261 CHF | 138'860 CHF | 98.35% | 98.35% |
03.07.2024 | 1.15% | 2.75 CHF | 2.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'165 CHF | 137'736 CHF | 99.73% | 99.73% |
02.07.2024 | 1.19% | 2.69 CHF | 2.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'665 CHF | 132'228 CHF | 97.97% | 97.97% |