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 | 0.54% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'053 CHF | 92'553 CHF | 100.00% | 100.00% |
12.07.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'503 CHF | 88'003 CHF | 98.46% | 98.46% |
11.07.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'673 CHF | 84'173 CHF | 99.37% | 99.37% |
10.07.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'161 CHF | 79'661 CHF | 99.76% | 99.76% |
09.07.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'481 CHF | 79'981 CHF | 100.00% | 100.00% |
08.07.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'849 CHF | 79'349 CHF | 98.98% | 98.98% |
05.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'625 CHF | 76'125 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'585 CHF | 71'085 CHF | 98.15% | 98.15% |
03.07.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'863 CHF | 69'363 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'057 CHF | 62'557 CHF | 100.00% | 100.00% |