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% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 96'385 CHF | 96'867 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 97'704 CHF | 98'182 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 49'000 | 49'000 | 47'713 | 47'713 | 97'973 CHF | 98'450 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 48'767 | 48'767 | 95'918 CHF | 96'405 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 97'640 CHF | 98'127 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 96'125 CHF | 96'612 CHF | 100.00% | 100.00% |
05.07.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 47'919 | 47'919 | 99'301 CHF | 99'780 CHF | 99.81% | 99.81% |
04.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 102'822 CHF | 103'299 CHF | 99.49% | 99.49% |
03.07.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 99'876 CHF | 100'355 CHF | 99.35% | 99.35% |
02.07.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 51'000 | 51'000 | 49'538 | 49'538 | 96'004 CHF | 96'499 CHF | 100.00% | 100.00% |