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 | 0.63% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'675 CHF | 89'238 CHF | 99.71% | 99.71% |
12.07.2024 | 0.61% | 1.81 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'551 CHF | 91'105 CHF | 99.01% | 99.01% |
11.07.2024 | 0.70% | 1.81 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'670 CHF | 92'312 CHF | 99.09% | 99.09% |
10.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'227 CHF | 90'727 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'845 CHF | 92'368 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'263 CHF | 93'822 CHF | 100.00% | 100.00% |
05.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'748 CHF | 89'248 CHF | 98.86% | 98.86% |
04.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'502 CHF | 87'002 CHF | 100.00% | 100.00% |
03.07.2024 | 0.67% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'683 CHF | 86'256 CHF | 99.82% | 99.82% |
02.07.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'812 CHF | 85'312 CHF | 100.00% | 100.00% |