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 | 1.22% | 2.47 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'785 CHF | 123'285 CHF | 99.51% | 99.51% |
12.07.2024 | 1.21% | 2.51 CHF | 2.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'880 CHF | 124'380 CHF | 90.64% | 90.64% |
11.07.2024 | 1.29% | 2.42 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'889 CHF | 117'389 CHF | 98.38% | 98.38% |
10.07.2024 | 1.31% | 2.38 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'434 CHF | 114'934 CHF | 99.52% | 99.52% |
09.07.2024 | 2.24% | 2.17 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'519 CHF | 113'019 CHF | 92.48% | 92.48% |
08.07.2024 | 1.83% | 2.69 CHF | 2.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'260 CHF | 137'760 CHF | 99.57% | 99.57% |
05.07.2024 | 1.78% | 2.68 CHF | 2.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'339 CHF | 141'839 CHF | 98.47% | 98.47% |
04.07.2024 | 1.79% | 2.78 CHF | 2.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'309 CHF | 140'809 CHF | 98.67% | 98.67% |
03.07.2024 | 1.11% | 2.71 CHF | 2.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'872 CHF | 135'372 CHF | 99.47% | 99.47% |
02.07.2024 | 1.20% | 2.52 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'464 CHF | 125'964 CHF | 99.40% | 99.40% |