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 | 0.49% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'504 CHF | 103'004 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'257 CHF | 101'757 CHF | 99.99% | 99.99% |
11.07.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'571 CHF | 103'071 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'210 CHF | 101'710 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 49'883 | 49'883 | 100'187 CHF | 100'687 CHF | 100.00% | 100.00% |
08.07.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 49'913 | 49'913 | 105'254 CHF | 105'754 CHF | 99.74% | 99.74% |
05.07.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'153 CHF | 103'653 CHF | 99.99% | 99.99% |
04.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'472 CHF | 101'972 CHF | 100.00% | 100.00% |
03.07.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'055 | 50'055 | 97'606 CHF | 98'106 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 54'936 | 54'936 | 100'736 CHF | 101'286 CHF | 100.00% | 100.00% |