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 | 0.90% | 1.51 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'501 CHF | 79'208 CHF | 97.09% | 97.09% |
12.07.2024 | 0.87% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'127 CHF | 77'804 CHF | 99.01% | 99.01% |
11.07.2024 | 0.88% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'012 CHF | 77'694 CHF | 99.00% | 99.00% |
10.07.2024 | 0.92% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'773 CHF | 74'457 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'842 CHF | 75'456 CHF | 99.99% | 99.99% |
08.07.2024 | 0.84% | 1.52 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'322 CHF | 77'976 CHF | 100.00% | 100.00% |
05.07.2024 | 0.89% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'703 CHF | 78'399 CHF | 98.87% | 98.87% |
04.07.2024 | 0.86% | 1.67 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'823 CHF | 83'535 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'399 CHF | 81'088 CHF | 99.73% | 99.73% |
02.07.2024 | 0.94% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'649 CHF | 79'390 CHF | 98.98% | 98.98% |