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 | 45'000 | 45'000 | 44'908 | 44'908 | 89'314 CHF | 89'763 CHF | 99.99% | 99.99% |
12.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 88'126 CHF | 88'576 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 45'000 | 45'000 | 44'909 | 44'909 | 89'976 CHF | 90'425 CHF | 99.99% | 99.99% |
10.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 88'153 CHF | 88'603 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 86'621 CHF | 87'071 CHF | 99.99% | 99.99% |
08.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 86'578 CHF | 87'028 CHF | 100.00% | 100.00% |
05.07.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 84'479 CHF | 84'939 CHF | 100.00% | 100.00% |
04.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 84'182 CHF | 84'642 CHF | 100.00% | 100.00% |
03.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 46'000 | 46'000 | 46'243 | 46'243 | 80'561 CHF | 81'023 CHF | 100.00% | 100.00% |
02.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 82'977 CHF | 83'437 CHF | 100.00% | 100.00% |