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 | 0.70% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'117 CHF | 106'867 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'066 CHF | 104'816 CHF | 99.69% | 99.69% |
11.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'582 CHF | 103'332 CHF | 99.03% | 99.03% |
10.07.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'759 CHF | 100'509 CHF | 96.11% | 96.11% |
09.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'360 CHF | 98'110 CHF | 99.66% | 99.66% |
08.07.2024 | 0.74% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'139 CHF | 101'889 CHF | 99.85% | 99.85% |
05.07.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'293 CHF | 107'043 CHF | 100.00% | 100.00% |
04.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'180 CHF | 103'930 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'251 CHF | 105'001 CHF | 99.25% | 99.25% |
02.07.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'837 CHF | 97'587 CHF | 99.66% | 99.66% |