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 | 0.98% | 2.43 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'034 CHF | 124'241 CHF | 89.56% | 89.56% |
12.07.2024 | 0.98% | 2.44 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'731 CHF | 122'931 CHF | 99.01% | 99.01% |
11.07.2024 | 1.00% | 2.38 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'604 CHF | 119'791 CHF | 98.92% | 98.92% |
10.07.2024 | 1.03% | 2.30 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'371 CHF | 113'536 CHF | 99.36% | 99.36% |
09.07.2024 | 1.09% | 2.18 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'809 CHF | 109'997 CHF | 99.81% | 99.81% |
08.07.2024 | 1.05% | 2.25 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'023 CHF | 114'218 CHF | 98.29% | 98.29% |
05.07.2024 | 1.05% | 2.23 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'360 CHF | 113'551 CHF | 98.90% | 98.90% |
04.07.2024 | 1.00% | 2.28 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'585 CHF | 115'734 CHF | 100.00% | 100.00% |
03.07.2024 | 1.05% | 2.27 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'442 CHF | 111'602 CHF | 99.10% | 99.10% |
02.07.2024 | 1.11% | 2.13 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'685 CHF | 104'839 CHF | 99.57% | 99.57% |