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 | 0.70% | 1.84 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'958 CHF | 95'626 CHF | 97.04% | 97.04% |
12.07.2024 | 0.73% | 1.91 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'566 CHF | 94'254 CHF | 99.01% | 99.01% |
11.07.2024 | 0.78% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'383 CHF | 94'117 CHF | 98.33% | 98.33% |
10.07.2024 | 0.81% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'145 CHF | 90'875 CHF | 100.00% | 100.00% |
09.07.2024 | 0.72% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'253 CHF | 91'912 CHF | 100.00% | 100.00% |
08.07.2024 | 0.70% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'760 CHF | 94'414 CHF | 100.00% | 100.00% |
05.07.2024 | 0.71% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'116 CHF | 94'785 CHF | 98.87% | 98.87% |
04.07.2024 | 0.72% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'223 CHF | 99'943 CHF | 100.00% | 100.00% |
03.07.2024 | 0.70% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'869 CHF | 97'554 CHF | 99.73% | 99.73% |
02.07.2024 | 0.75% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'074 CHF | 95'792 CHF | 100.00% | 100.00% |