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 | 0.62% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 48'834 | 48'834 | 80'381 CHF | 80'871 CHF | 100.00% | 100.00% |
12.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 49'998 | 49'998 | 80'979 CHF | 81'479 CHF | 100.00% | 100.00% |
11.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'153 CHF | 83'653 CHF | 99.97% | 99.97% |
10.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'061 CHF | 81'561 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 49'888 | 49'888 | 79'348 CHF | 79'848 CHF | 100.00% | 100.00% |
08.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 49'913 | 49'913 | 79'200 CHF | 79'700 CHF | 99.70% | 99.70% |
05.07.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'140 CHF | 75'640 CHF | 100.00% | 100.00% |
04.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'790 CHF | 75'290 CHF | 100.00% | 100.00% |
03.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 49'998 | 49'998 | 70'715 CHF | 71'215 CHF | 99.94% | 99.94% |
02.07.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'658 CHF | 74'158 CHF | 100.00% | 100.00% |