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 | 0.62% | 1.60 CHF | 1.61 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 160'583 CHF | 80'791 CHF | 97.67% | 97.67% |
12.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 163'135 CHF | 82'067 CHF | 97.83% | 97.83% |
11.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 165'392 CHF | 83'196 CHF | 98.80% | 98.80% |
10.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 160'952 CHF | 80'976 CHF | 98.74% | 98.74% |
09.07.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 177'005 CHF | 89'003 CHF | 98.39% | 98.39% |
08.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 175'622 CHF | 88'311 CHF | 98.81% | 98.81% |
05.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 180'121 CHF | 90'560 CHF | 98.24% | 98.24% |
04.07.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 190'620 CHF | 95'810 CHF | 98.60% | 98.60% |
03.07.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 189'896 CHF | 95'448 CHF | 98.73% | 98.73% |
02.07.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 199'705 CHF | 100'353 CHF | 98.26% | 98.26% |