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 | 0.81% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'255 CHF | 93'005 CHF | 98.72% | 98.72% |
12.07.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'477 CHF | 92'227 CHF | 99.38% | 99.38% |
11.07.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'292 CHF | 90'042 CHF | 99.15% | 99.15% |
10.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'512 CHF | 87'262 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'915 CHF | 88'665 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'200 CHF | 88'950 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'066 CHF | 92'816 CHF | 99.62% | 99.62% |
04.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'930 CHF | 91'680 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'205 CHF | 88'955 CHF | 99.73% | 99.73% |
02.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'738 CHF | 83'488 CHF | 88.67% | 88.67% |