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 | 0.80% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'472 CHF | 107'326 CHF | 99.69% | 99.69% |
12.07.2024 | 0.82% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'402 CHF | 107'279 CHF | 99.01% | 99.01% |
11.07.2024 | 0.87% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'278 CHF | 105'193 CHF | 99.08% | 99.08% |
10.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'500 CHF | 106'250 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'744 CHF | 110'715 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'819 CHF | 109'569 CHF | 100.00% | 100.00% |
05.07.2024 | 0.87% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'465 CHF | 110'419 CHF | 96.57% | 96.57% |
04.07.2024 | 0.83% | 1.41 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'727 CHF | 106'612 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'830 CHF | 104'580 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'428 CHF | 90'315 CHF | 100.00% | 100.00% |