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 | 0.77% | 2.75 CHF | 2.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'172 CHF | 144'274 CHF | 98.72% | 98.72% |
12.07.2024 | 0.72% | 2.90 CHF | 2.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'905 CHF | 143'932 CHF | 99.38% | 99.38% |
11.07.2024 | 0.76% | 2.88 CHF | 2.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'729 CHF | 144'828 CHF | 99.13% | 99.13% |
10.07.2024 | 0.78% | 2.83 CHF | 2.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'548 CHF | 141'650 CHF | 100.00% | 100.00% |
09.07.2024 | 0.77% | 2.89 CHF | 2.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'784 CHF | 145'907 CHF | 99.99% | 99.99% |
08.07.2024 | 0.74% | 2.77 CHF | 2.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'435 CHF | 139'461 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 2.70 CHF | 2.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'456 CHF | 138'526 CHF | 99.62% | 99.62% |
04.07.2024 | 0.80% | 2.79 CHF | 2.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'932 CHF | 140'054 CHF | 99.37% | 99.37% |
03.07.2024 | 0.75% | 2.79 CHF | 2.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'742 CHF | 138'776 CHF | 99.73% | 99.73% |
02.07.2024 | 0.81% | 2.72 CHF | 2.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'721 CHF | 132'787 CHF | 99.48% | 99.48% |