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% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 150'680 CHF | 151'514 CHF | 99.72% | 99.72% |
12.07.2024 | 0.57% | 1.99 CHF | 2.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 148'389 CHF | 149'232 CHF | 99.01% | 99.01% |
11.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 151'826 CHF | 152'576 CHF | 99.08% | 99.08% |
10.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 148'416 CHF | 149'166 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'038 CHF | 146'788 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 145'895 CHF | 146'645 CHF | 83.92% | 83.92% |
05.07.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 139'183 CHF | 139'933 CHF | 98.86% | 98.86% |
04.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'635 CHF | 139'385 CHF | 100.00% | 100.00% |
03.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'126 CHF | 132'876 CHF | 99.82% | 99.82% |
02.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'744 CHF | 137'494 CHF | 97.84% | 97.84% |