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 | 0.49% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 34'559 | 30'698 | 70'672 CHF | 63'091 CHF | 94.51% | 94.51% |
12.07.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 34'393 | 30'491 | 67'007 CHF | 59'765 CHF | 97.88% | 97.88% |
11.07.2024 | 0.50% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 34'360 | 30'450 | 68'522 CHF | 60'951 CHF | 99.22% | 99.22% |
10.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 34'524 | 30'655 | 67'887 CHF | 60'626 CHF | 95.64% | 95.64% |
09.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 34'343 | 30'429 | 66'381 CHF | 59'122 CHF | 99.64% | 99.64% |
08.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 34'344 | 30'430 | 65'410 CHF | 58'209 CHF | 99.65% | 99.65% |
05.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 34'545 | 30'682 | 63'415 CHF | 56'690 CHF | 95.23% | 95.23% |
04.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'568 CHF | 45'724 CHF | 88.73% | 88.73% |
03.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 34'343 | 30'429 | 61'749 CHF | 55'025 CHF | 99.65% | 99.65% |
02.07.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 34'338 | 30'423 | 59'954 CHF | 53'480 CHF | 99.61% | 99.61% |