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 | 0.57% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 87'633 CHF | 88'128 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 49'532 | 49'531 | 86'757 CHF | 87'252 CHF | 100.00% | 100.00% |
11.07.2024 | 0.58% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 49'534 | 49'534 | 86'764 CHF | 87'260 CHF | 99.92% | 99.92% |
10.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 49'542 | 49'542 | 86'292 CHF | 86'788 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 88'731 CHF | 89'227 CHF | 100.00% | 100.00% |
08.07.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 94'502 CHF | 94'998 CHF | 100.00% | 100.00% |
05.07.2024 | 0.52% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 49'529 | 49'531 | 96'331 CHF | 96'830 CHF | 99.85% | 99.85% |
04.07.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 95'280 CHF | 95'776 CHF | 100.00% | 100.00% |
03.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 90'771 CHF | 91'267 CHF | 100.00% | 100.00% |
02.07.2024 | 0.58% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 85'890 CHF | 86'380 CHF | 99.86% | 99.86% |