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 | 0.75% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'672 CHF | 67'172 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'304 CHF | 70'804 CHF | 98.39% | 98.39% |
11.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'085 CHF | 69'585 CHF | 99.18% | 99.18% |
10.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'739 CHF | 93'239 CHF | 99.80% | 99.80% |
09.07.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'308 CHF | 97'808 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'413 CHF | 101'913 CHF | 98.98% | 98.98% |
05.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'343 CHF | 100'843 CHF | 99.62% | 99.62% |
04.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'538 CHF | 101'038 CHF | 98.16% | 98.16% |
03.07.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'272 CHF | 87'772 CHF | 100.00% | 100.00% |
02.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'652 CHF | 79'152 CHF | 99.99% | 99.99% |