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 | 0.99% | 1.96 CHF | 1.98 CHF | 55'000 | 55'000 | 54'277 | 54'277 | 109'536 CHF | 110'622 CHF | 99.98% | 99.98% |
12.07.2024 | 1.00% | 2.03 CHF | 2.05 CHF | 54'000 | 54'000 | 54'773 | 54'773 | 108'981 CHF | 110'076 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 2.03 CHF | 2.05 CHF | 54'000 | 54'000 | 54'715 | 54'715 | 108'713 CHF | 109'808 CHF | 100.00% | 100.00% |
10.07.2024 | 1.04% | 1.94 CHF | 1.96 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 105'679 CHF | 106'779 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 1.92 CHF | 1.94 CHF | 55'000 | 55'000 | 54'964 | 54'964 | 106'783 CHF | 107'883 CHF | 99.99% | 99.99% |
08.07.2024 | 1.00% | 1.97 CHF | 1.99 CHF | 55'000 | 55'000 | 54'673 | 54'673 | 108'978 CHF | 110'072 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 1.98 CHF | 2.00 CHF | 55'000 | 55'000 | 54'522 | 54'522 | 109'061 CHF | 110'152 CHF | 99.81% | 99.81% |
04.07.2024 | 0.95% | 2.12 CHF | 2.14 CHF | 53'000 | 53'000 | 53'448 | 53'448 | 112'459 CHF | 113'528 CHF | 99.49% | 99.49% |
03.07.2024 | 0.97% | 2.08 CHF | 2.10 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 111'006 CHF | 112'086 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 2.05 CHF | 2.07 CHF | 54'000 | 54'000 | 54'218 | 54'218 | 109'512 CHF | 110'597 CHF | 99.99% | 99.99% |