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% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'339 CHF | 133'839 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'538 CHF | 133'038 CHF | 98.98% | 98.98% |
11.07.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'604 CHF | 129'104 CHF | 99.85% | 99.85% |
10.07.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'927 CHF | 123'427 CHF | 99.84% | 99.84% |
09.07.2024 | 0.40% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'767 CHF | 124'267 CHF | 99.96% | 99.96% |
08.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'828 CHF | 124'328 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'319 CHF | 126'819 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'965 CHF | 125'465 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'317 CHF | 123'817 CHF | 99.23% | 99.23% |
02.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'905 CHF | 118'405 CHF | 100.00% | 100.00% |