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 | 0.34% | 2.83 CHF | 2.84 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'092 CHF | 29'192 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'175 CHF | 29'275 CHF | 98.98% | 98.98% |
11.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 28'805 CHF | 28'905 CHF | 86.89% | 86.89% |
10.07.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 27'009 CHF | 27'109 CHF | 99.85% | 99.85% |
09.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 27'170 CHF | 27'270 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 26'888 CHF | 26'988 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 26'869 CHF | 26'969 CHF | 100.00% | 100.00% |
04.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 26'754 CHF | 26'854 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 26'179 CHF | 26'279 CHF | 99.51% | 99.51% |
02.07.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 25'920 CHF | 26'020 CHF | 100.00% | 100.00% |