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 | 0.50% | 2.04 CHF | 2.05 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 300'434 CHF | 100'645 CHF | 99.16% | 99.16% |
12.07.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 298'981 CHF | 100'160 CHF | 99.27% | 99.27% |
11.07.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 296'961 CHF | 99'487 CHF | 99.24% | 99.24% |
10.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 298'489 CHF | 99'997 CHF | 99.23% | 99.23% |
09.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 292'316 CHF | 97'939 CHF | 99.24% | 99.24% |
08.07.2024 | 0.52% | 1.86 CHF | 1.87 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 289'263 CHF | 96'921 CHF | 99.24% | 99.24% |
05.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 296'530 CHF | 99'343 CHF | 99.23% | 99.23% |
04.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 295'879 CHF | 99'126 CHF | 99.23% | 99.23% |
03.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 294'740 CHF | 98'747 CHF | 99.24% | 99.24% |
02.07.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 292'969 CHF | 98'156 CHF | 99.23% | 99.23% |