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 | 0.57% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'137 CHF | 87'637 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'576 CHF | 87'076 CHF | 98.41% | 98.41% |
11.07.2024 | 0.60% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'797 CHF | 84'297 CHF | 99.88% | 99.88% |
10.07.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'301 CHF | 85'801 CHF | 99.77% | 99.77% |
09.07.2024 | 0.55% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'825 CHF | 91'325 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'453 CHF | 89'953 CHF | 98.97% | 98.97% |
05.07.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'119 CHF | 90'619 CHF | 100.00% | 100.00% |
04.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'218 CHF | 85'718 CHF | 98.16% | 98.16% |
03.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'669 CHF | 83'169 CHF | 99.99% | 99.99% |
02.07.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'946 CHF | 64'446 CHF | 100.00% | 100.00% |