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 | 0.63% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'816 CHF | 119'566 CHF | 99.66% | 99.66% |
12.07.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 117'853 CHF | 118'603 CHF | 99.01% | 99.01% |
11.07.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'097 CHF | 113'847 CHF | 98.84% | 98.84% |
10.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'294 CHF | 107'044 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 107'196 CHF | 107'946 CHF | 100.00% | 100.00% |
08.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 107'313 CHF | 108'063 CHF | 99.99% | 99.99% |
05.07.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'433 CHF | 111'183 CHF | 98.98% | 98.98% |
04.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'681 CHF | 109'431 CHF | 100.00% | 100.00% |
03.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'654 CHF | 107'404 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'158 CHF | 100'908 CHF | 100.00% | 100.00% |