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 | 0.78% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'881 CHF | 96'631 CHF | 98.72% | 98.72% |
12.07.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'027 CHF | 95'777 CHF | 99.38% | 99.38% |
11.07.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'970 CHF | 93'720 CHF | 99.15% | 99.15% |
10.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'108 CHF | 90'858 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'459 CHF | 92'209 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'783 CHF | 92'533 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'762 CHF | 96'512 CHF | 99.62% | 99.62% |
04.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'401 CHF | 95'151 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'869 CHF | 92'619 CHF | 99.73% | 99.73% |
02.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'510 CHF | 87'260 CHF | 99.99% | 99.99% |