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 | 0.55% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'705 CHF | 91'205 CHF | 100.00% | 100.00% |
12.07.2024 | 0.56% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'641 CHF | 89'141 CHF | 98.41% | 98.41% |
11.07.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'833 CHF | 82'333 CHF | 99.37% | 99.37% |
10.07.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'371 CHF | 80'871 CHF | 99.79% | 99.79% |
09.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'666 CHF | 83'166 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'624 CHF | 84'124 CHF | 98.98% | 98.98% |
05.07.2024 | 0.58% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'146 CHF | 86'646 CHF | 100.00% | 100.00% |
04.07.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'085 CHF | 82'585 CHF | 98.16% | 98.16% |
03.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'581 CHF | 82'081 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'633 CHF | 77'133 CHF | 100.00% | 100.00% |