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 | 0.73% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'073 CHF | 77'641 CHF | 99.73% | 99.73% |
12.07.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'829 CHF | 75'329 CHF | 99.01% | 99.01% |
11.07.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'327 CHF | 71'827 CHF | 99.09% | 99.09% |
10.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'338 CHF | 69'838 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'911 CHF | 73'428 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'082 CHF | 73'648 CHF | 100.00% | 100.00% |
05.07.2024 | 0.72% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'906 CHF | 74'437 CHF | 98.86% | 98.86% |
04.07.2024 | 0.78% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'214 CHF | 70'761 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'764 CHF | 66'264 CHF | 99.82% | 99.82% |
02.07.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'534 CHF | 63'034 CHF | 100.00% | 100.00% |