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% | 1.97 CHF | 1.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'285 CHF | 50'535 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'124 CHF | 50'374 CHF | 99.09% | 99.09% |
11.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'308 CHF | 48'558 CHF | 97.70% | 97.70% |
10.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'719 CHF | 48'969 CHF | 95.47% | 95.47% |
09.07.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'661 CHF | 50'911 CHF | 99.05% | 99.05% |
08.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'357 CHF | 50'607 CHF | 99.24% | 99.24% |
05.07.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'953 CHF | 51'203 CHF | 99.39% | 99.39% |
04.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'464 CHF | 50'714 CHF | 99.39% | 99.39% |
03.07.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'111 CHF | 50'361 CHF | 98.64% | 98.64% |
02.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'643 CHF | 51'893 CHF | 99.05% | 99.05% |