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% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'794 CHF | 92'294 CHF | 99.06% | 99.06% |
12.07.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'456 CHF | 98'956 CHF | 98.79% | 98.79% |
11.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'825 CHF | 98'325 CHF | 97.86% | 97.86% |
10.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'082 CHF | 99'582 CHF | 95.10% | 95.10% |
09.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'893 CHF | 96'393 CHF | 98.64% | 98.64% |
08.07.2024 | 0.49% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'127 CHF | 102'627 CHF | 99.00% | 99.00% |
05.07.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'012 CHF | 105'512 CHF | 99.17% | 99.17% |
04.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'699 CHF | 106'199 CHF | 99.18% | 99.18% |
03.07.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'664 CHF | 108'164 CHF | 98.44% | 98.44% |
02.07.2024 | 0.44% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'160 CHF | 112'660 CHF | 98.73% | 98.73% |