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 | 0.48% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'175 CHF | 103'675 CHF | 99.39% | 99.39% |
12.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'379 CHF | 104'879 CHF | 99.09% | 99.09% |
11.07.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'544 CHF | 106'044 CHF | 98.26% | 98.26% |
10.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'282 CHF | 103'782 CHF | 95.48% | 95.48% |
09.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'281 CHF | 111'781 CHF | 99.06% | 99.06% |
08.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'614 CHF | 111'114 CHF | 99.22% | 99.22% |
05.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'899 CHF | 113'399 CHF | 99.39% | 99.39% |
04.07.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'154 CHF | 118'654 CHF | 99.38% | 99.38% |
03.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'795 CHF | 118'295 CHF | 98.63% | 98.63% |
02.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'635 CHF | 123'135 CHF | 99.07% | 99.07% |