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 | 0.72% | 1.48 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'927 CHF | 112'734 CHF | 99.70% | 99.70% |
12.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'296 CHF | 113'046 CHF | 99.01% | 99.01% |
11.07.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'117 CHF | 110'867 CHF | 99.09% | 99.09% |
10.07.2024 | 0.92% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'117 CHF | 112'142 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 1.49 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'230 CHF | 116'321 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 1.53 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'561 CHF | 115'458 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'992 CHF | 116'002 CHF | 96.57% | 96.57% |
04.07.2024 | 1.02% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'285 CHF | 112'428 CHF | 100.00% | 100.00% |
03.07.2024 | 0.95% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'423 CHF | 110'468 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'288 CHF | 96'038 CHF | 100.00% | 100.00% |