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 | 0.49% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'329 CHF | 101'829 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'440 CHF | 100'940 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'813 CHF | 102'313 CHF | 71.56% | 71.56% |
10.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'087 CHF | 100'587 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'434 CHF | 102'934 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'273 CHF | 108'773 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'377 CHF | 110'877 CHF | 99.99% | 99.99% |
04.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'181 CHF | 109'681 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'607 CHF | 105'107 CHF | 99.99% | 99.99% |
02.07.2024 | 0.50% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'750 CHF | 100'250 CHF | 99.95% | 99.95% |