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 | 0.53% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'774 CHF | 95'274 CHF | 100.00% | 100.00% |
12.07.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'113 CHF | 96'613 CHF | 99.99% | 99.99% |
11.07.2024 | 0.53% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'896 CHF | 95'396 CHF | 71.52% | 71.52% |
10.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'213 CHF | 97'713 CHF | 99.38% | 99.38% |
09.07.2024 | 0.53% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'887 CHF | 95'387 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'677 CHF | 89'177 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'345 CHF | 87'845 CHF | 99.99% | 99.99% |
04.07.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'053 CHF | 89'553 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'187 CHF | 94'687 CHF | 99.99% | 99.99% |
02.07.2024 | 0.50% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'422 CHF | 99'922 CHF | 99.94% | 99.94% |