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 | 0.62% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'546 CHF | 81'046 CHF | 99.49% | 99.49% |
12.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'916 CHF | 80'416 CHF | 99.52% | 99.52% |
11.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'818 CHF | 79'318 CHF | 97.38% | 97.38% |
10.07.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'884 CHF | 78'384 CHF | 99.51% | 99.51% |
09.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'089 CHF | 78'589 CHF | 99.39% | 99.39% |
08.07.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'041 CHF | 72'541 CHF | 99.49% | 99.49% |
05.07.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'987 CHF | 69'487 CHF | 98.51% | 98.51% |
04.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'639 CHF | 68'139 CHF | 98.66% | 98.66% |
03.07.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'417 CHF | 70'917 CHF | 98.86% | 98.86% |
02.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'047 CHF | 82'547 CHF | 99.06% | 99.06% |