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 | 0.37% | 2.66 CHF | 2.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 53'773 CHF | 53'973 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 54'639 CHF | 54'839 CHF | 98.48% | 98.48% |
11.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 55'227 CHF | 55'427 CHF | 99.72% | 99.72% |
10.07.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 54'465 CHF | 54'665 CHF | 99.78% | 99.78% |
09.07.2024 | 0.36% | 2.69 CHF | 2.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 55'281 CHF | 55'481 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 55'975 CHF | 56'175 CHF | 98.98% | 98.98% |
05.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 53'793 CHF | 53'993 CHF | 100.00% | 100.00% |
04.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 52'705 CHF | 52'905 CHF | 98.15% | 98.15% |
03.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 52'311 CHF | 52'511 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 51'898 CHF | 52'098 CHF | 100.00% | 100.00% |