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 | 0.61% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'375 CHF | 82'875 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'451 CHF | 82'951 CHF | 98.47% | 98.47% |
11.07.2024 | - | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
10.07.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'083 CHF | 65'583 CHF | 99.80% | 99.80% |
09.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'163 CHF | 66'663 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'521 CHF | 68'021 CHF | 98.99% | 98.99% |
05.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'000 CHF | 69'500 CHF | 100.00% | 100.00% |
04.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'930 CHF | 69'430 CHF | 98.17% | 98.17% |
03.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'947 CHF | 70'447 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'064 CHF | 72'564 CHF | 100.00% | 100.00% |