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 | 0.51% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'464 CHF | 98'964 CHF | 99.39% | 99.39% |
12.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'716 CHF | 99'216 CHF | 99.07% | 99.07% |
11.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'286 CHF | 100'786 CHF | 98.26% | 98.26% |
10.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'714 CHF | 102'214 CHF | 95.47% | 95.47% |
09.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'352 CHF | 102'852 CHF | 99.03% | 99.03% |
08.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'083 CHF | 101'583 CHF | 99.23% | 99.23% |
05.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'381 CHF | 100'881 CHF | 99.38% | 99.38% |
04.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'527 CHF | 103'027 CHF | 99.39% | 99.39% |
03.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'120 CHF | 103'620 CHF | 98.64% | 98.64% |
02.07.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'056 CHF | 103'556 CHF | 99.06% | 99.06% |