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 | 0.40% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'257 CHF | 125'757 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'797 CHF | 124'297 CHF | 98.97% | 98.97% |
11.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'720 CHF | 124'220 CHF | 99.86% | 99.86% |
10.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'459 CHF | 120'959 CHF | 99.83% | 99.83% |
09.07.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'457 CHF | 121'957 CHF | 99.94% | 99.94% |
08.07.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'914 CHF | 124'414 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'283 CHF | 124'783 CHF | 100.00% | 100.00% |
04.07.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 50'000 | 50'000 | 49'997 | 50'000 | 129'435 CHF | 129'943 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'991 CHF | 127'491 CHF | 99.51% | 99.51% |
02.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'292 CHF | 125'792 CHF | 100.00% | 100.00% |