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 | 0.64% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'389 CHF | 78'889 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'496 CHF | 77'996 CHF | 100.00% | 100.00% |
11.07.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'863 CHF | 79'363 CHF | 71.56% | 71.56% |
10.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 49'990 | 77'088 CHF | 77'573 CHF | 99.38% | 99.38% |
09.07.2024 | 0.63% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 49'999 | 79'446 CHF | 79'944 CHF | 100.00% | 100.00% |
08.07.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 49'889 | 85'332 CHF | 85'640 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 49'988 | 50'000 | 87'730 CHF | 88'253 CHF | 99.99% | 99.99% |
04.07.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'662 CHF | 87'162 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'044 CHF | 82'544 CHF | 99.99% | 99.99% |
02.07.2024 | 0.65% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'148 CHF | 77'648 CHF | 99.95% | 99.95% |