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 | 0.53% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 49'238 | 49'238 | 94'694 CHF | 95'188 CHF | 99.99% | 99.99% |
12.07.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 49'628 | 49'628 | 94'053 CHF | 94'550 CHF | 100.00% | 100.00% |
11.07.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 49'209 | 49'209 | 94'563 CHF | 95'056 CHF | 99.83% | 99.83% |
10.07.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 49'449 | 49'449 | 93'691 CHF | 94'186 CHF | 100.00% | 100.00% |
09.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 49'005 | 49'005 | 92'154 CHF | 92'646 CHF | 99.99% | 99.99% |
08.07.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 49'761 | 49'761 | 98'926 CHF | 99'425 CHF | 99.69% | 99.69% |
05.07.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 48'367 | 48'367 | 93'712 CHF | 94'207 CHF | 100.00% | 100.00% |
04.07.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 49'706 | 49'706 | 94'672 CHF | 95'170 CHF | 100.00% | 100.00% |
03.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 49'896 | 49'896 | 90'971 CHF | 91'470 CHF | 100.00% | 100.00% |
02.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 49'979 | 49'979 | 85'228 CHF | 85'728 CHF | 99.99% | 99.99% |