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 | 0.53% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'994 CHF | 95'494 CHF | 99.73% | 99.73% |
12.07.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'870 CHF | 97'370 CHF | 99.01% | 99.01% |
11.07.2024 | 0.65% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'986 CHF | 98'622 CHF | 99.09% | 99.09% |
10.07.2024 | 0.64% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'413 CHF | 97'030 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'266 CHF | 98'766 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'642 CHF | 100'142 CHF | 100.00% | 100.00% |
05.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'102 CHF | 95'602 CHF | 98.86% | 98.86% |
04.07.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'848 CHF | 93'348 CHF | 100.00% | 100.00% |
03.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'058 CHF | 92'558 CHF | 99.82% | 99.82% |
02.07.2024 | 0.66% | 1.85 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'086 CHF | 91'690 CHF | 100.00% | 100.00% |