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% | 2.86 CHF | 2.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'525 CHF | 136'025 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 50'000 | 50'000 | 50'000 | 49'999 | 134'663 CHF | 135'161 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.81 CHF | 2.82 CHF | 50'000 | 50'000 | 49'998 | 49'999 | 136'031 CHF | 136'535 CHF | 71.56% | 71.56% |
10.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'385 CHF | 134'885 CHF | 99.37% | 99.37% |
09.07.2024 | 0.37% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 49'999 | 136'716 CHF | 137'212 CHF | 99.99% | 99.99% |
08.07.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'460 CHF | 142'959 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 3.05 CHF | 3.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'629 CHF | 145'129 CHF | 99.99% | 99.99% |
04.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'524 CHF | 144'024 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 50'000 | 50'000 | 49'972 | 50'000 | 138'946 CHF | 139'524 CHF | 99.99% | 99.99% |
02.07.2024 | 0.37% | 2.81 CHF | 2.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'201 CHF | 134'701 CHF | 99.96% | 99.96% |