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 | 0.44% | 87.54 CHF | 87.93 CHF | 500 | 500 | 500 | 500 | 43'537 CHF | 43'731 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 89.28 CHF | 89.65 CHF | 500 | 500 | 500 | 500 | 44'130 CHF | 44'318 CHF | 99.78% | 99.78% |
11.07.2024 | 0.38% | 85.29 CHF | 85.62 CHF | 500 | 500 | 500 | 500 | 42'415 CHF | 42'577 CHF | 100.00% | 100.00% |
10.07.2024 | 0.37% | 83.73 CHF | 84.04 CHF | 500 | 500 | 500 | 500 | 41'652 CHF | 41'806 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 77.74 CHF | 78.07 CHF | 500 | 500 | 500 | 500 | 40'373 CHF | 40'536 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 84.81 CHF | 85.14 CHF | 500 | 500 | 500 | 500 | 43'851 CHF | 44'014 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 84.02 CHF | 84.35 CHF | 500 | 500 | 500 | 500 | 43'732 CHF | 43'898 CHF | 100.00% | 100.00% |
04.07.2024 | 0.35% | 88.51 CHF | 88.82 CHF | 500 | 500 | 500 | 500 | 44'633 CHF | 44'789 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 81.74 CHF | 82.03 CHF | 500 | 500 | 500 | 500 | 39'952 CHF | 40'096 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 72.95 CHF | 73.24 CHF | 500 | 500 | 500 | 500 | 34'759 CHF | 34'904 CHF | 100.00% | 100.00% |