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 | 0.67% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'091 CHF | 130'971 CHF | 99.72% | 99.72% |
12.07.2024 | 0.65% | 1.72 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'846 CHF | 128'680 CHF | 99.01% | 99.01% |
11.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 131'236 CHF | 131'986 CHF | 99.09% | 99.09% |
10.07.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'820 CHF | 128'570 CHF | 100.00% | 100.00% |
09.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'508 CHF | 126'258 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'365 CHF | 126'115 CHF | 83.92% | 83.92% |
05.07.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'662 CHF | 119'412 CHF | 98.84% | 98.84% |
04.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'046 CHF | 118'796 CHF | 100.00% | 100.00% |
03.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'542 CHF | 112'292 CHF | 99.82% | 99.82% |
02.07.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'266 CHF | 117'016 CHF | 100.00% | 100.00% |