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 | 0.54% | 1.81 CHF | 1.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'057 CHF | 138'807 CHF | 99.71% | 99.71% |
12.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 135'780 CHF | 136'530 CHF | 99.01% | 99.01% |
11.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 139'202 CHF | 139'952 CHF | 98.98% | 98.98% |
10.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 135'815 CHF | 136'565 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'389 CHF | 134'139 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'262 CHF | 134'012 CHF | 83.56% | 83.56% |
05.07.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'531 CHF | 127'281 CHF | 98.86% | 98.86% |
04.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'983 CHF | 126'733 CHF | 100.00% | 100.00% |
03.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'508 CHF | 120'258 CHF | 99.82% | 99.82% |
02.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'129 CHF | 124'879 CHF | 100.00% | 100.00% |