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 | 1.55% | 1.14 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'536 CHF | 89'922 CHF | 88.82% | 88.82% |
12.07.2024 | 1.49% | 1.20 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'741 CHF | 89'060 CHF | 88.13% | 88.13% |
11.07.2024 | 1.12% | 1.17 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'261 CHF | 84'202 CHF | 90.87% | 90.87% |
10.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'636 CHF | 78'386 CHF | 100.00% | 100.00% |
09.07.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'780 CHF | 79'530 CHF | 94.95% | 94.95% |
08.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'905 CHF | 79'655 CHF | 99.31% | 99.31% |
05.07.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'571 CHF | 82'321 CHF | 97.52% | 97.52% |
04.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'020 CHF | 80'770 CHF | 95.45% | 95.45% |
03.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'396 CHF | 79'146 CHF | 99.89% | 99.89% |
02.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'142 CHF | 73'892 CHF | 99.90% | 99.90% |