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 | 0.38% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'962 CHF | 130'462 CHF | 100.00% | 100.00% |
12.07.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'093 CHF | 129'593 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'464 CHF | 130'964 CHF | 71.55% | 71.55% |
10.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'801 CHF | 129'301 CHF | 99.38% | 99.38% |
09.07.2024 | 0.38% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'140 CHF | 131'640 CHF | 99.99% | 99.99% |
08.07.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'899 CHF | 137'399 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 2.93 CHF | 2.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'070 CHF | 139'570 CHF | 100.00% | 100.00% |
04.07.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'933 CHF | 138'433 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'418 CHF | 133'918 CHF | 99.99% | 99.99% |
02.07.2024 | 0.39% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'607 CHF | 129'107 CHF | 99.94% | 99.94% |