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% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'490 CHF | 104'240 CHF | 99.95% | 99.95% |
12.07.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'405 CHF | 100'155 CHF | 95.51% | 95.51% |
11.07.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'241 CHF | 100'991 CHF | 98.90% | 98.90% |
10.07.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'457 CHF | 97'207 CHF | 91.94% | 91.94% |
09.07.2024 | 0.75% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'211 CHF | 99'961 CHF | 98.88% | 98.88% |
08.07.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'463 CHF | 103'213 CHF | 95.69% | 95.69% |
05.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'624 CHF | 101'374 CHF | 98.30% | 98.30% |
04.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'430 CHF | 99'180 CHF | 99.97% | 99.97% |
03.07.2024 | 0.73% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'698 CHF | 102'448 CHF | 98.55% | 98.55% |
02.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'361 CHF | 110'111 CHF | 95.55% | 95.55% |