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 | 0.50% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 100'620 CHF | 101'116 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 104'810 CHF | 105'306 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 107'180 CHF | 107'676 CHF | 99.97% | 99.97% |
10.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 49'518 | 49'518 | 110'001 CHF | 110'497 CHF | 97.26% | 100.00% |
09.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 49'531 | 49'530 | 111'049 CHF | 111'542 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 111'709 CHF | 112'205 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 110'383 CHF | 110'879 CHF | 99.77% | 99.77% |
04.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 113'953 CHF | 114'448 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 120'109 CHF | 120'605 CHF | 99.87% | 99.87% |
02.07.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 49'527 | 49'525 | 124'512 CHF | 125'002 CHF | 98.77% | 98.77% |