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 | 0.47% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'861 CHF | 106'361 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'453 CHF | 104'953 CHF | 98.39% | 98.39% |
11.07.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'934 CHF | 105'434 CHF | 90.31% | 90.31% |
10.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'534 CHF | 96'034 CHF | 99.80% | 99.80% |
09.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'742 CHF | 94'242 CHF | 100.00% | 100.00% |
08.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'113 CHF | 92'613 CHF | 98.98% | 98.98% |
05.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'552 CHF | 93'052 CHF | 99.62% | 99.62% |
04.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'495 CHF | 92'995 CHF | 98.15% | 98.15% |
03.07.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'835 CHF | 98'335 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'275 CHF | 101'775 CHF | 100.00% | 100.00% |