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 | 0.51% | 1.96 CHF | 1.97 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 118'329 CHF | 118'929 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 118'178 CHF | 118'778 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 60'000 | 60'000 | 59'968 | 59'968 | 118'076 CHF | 118'676 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 60'000 | 60'000 | 60'204 | 60'204 | 116'699 CHF | 117'301 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 116'756 CHF | 117'361 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 60'000 | 60'000 | 60'215 | 60'215 | 117'039 CHF | 117'641 CHF | 99.68% | 99.68% |
05.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 60'000 | 60'000 | 60'342 | 60'342 | 116'478 CHF | 117'082 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 116'460 CHF | 117'060 CHF | 100.00% | 100.00% |
03.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 60'000 | 60'000 | 61'916 | 61'916 | 118'546 CHF | 119'166 CHF | 100.00% | 100.00% |
02.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 121'939 CHF | 122'589 CHF | 99.99% | 99.99% |