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 | 0.50% | 1.96 CHF | 1.97 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 94'951 CHF | 95'431 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 94'699 CHF | 95'179 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 48'000 | 48'000 | 47'972 | 47'972 | 94'648 CHF | 95'128 CHF | 99.98% | 99.98% |
10.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 48'000 | 48'000 | 48'162 | 48'162 | 93'314 CHF | 93'796 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 48'000 | 48'000 | 48'401 | 48'401 | 93'275 CHF | 93'759 CHF | 99.99% | 99.99% |
08.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 48'000 | 48'000 | 48'171 | 48'171 | 93'636 CHF | 94'118 CHF | 100.00% | 100.00% |
05.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 48'000 | 48'000 | 48'276 | 48'276 | 92'869 CHF | 93'352 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 93'152 CHF | 93'632 CHF | 100.00% | 100.00% |
03.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 48'000 | 48'000 | 49'534 | 49'534 | 94'448 CHF | 94'943 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 96'711 CHF | 97'231 CHF | 99.99% | 99.99% |