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% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'307 CHF | 106'807 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'538 CHF | 106'038 CHF | 98.99% | 98.99% |
11.07.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'569 CHF | 102'069 CHF | 99.85% | 99.85% |
10.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'927 CHF | 96'427 CHF | 99.84% | 99.84% |
09.07.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'647 CHF | 97'147 CHF | 100.00% | 100.00% |
08.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'828 CHF | 97'328 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'319 CHF | 99'819 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'898 CHF | 98'398 CHF | 100.00% | 100.00% |
03.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'317 CHF | 96'817 CHF | 99.24% | 99.24% |
02.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'872 CHF | 91'372 CHF | 99.97% | 99.97% |