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 | 0.47% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'639 CHF | 107'138 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 49'984 | 105'756 CHF | 106'221 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'141 CHF | 107'641 CHF | 71.56% | 71.56% |
10.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'419 CHF | 105'919 CHF | 99.37% | 99.37% |
09.07.2024 | 0.46% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'760 CHF | 108'260 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'584 CHF | 114'084 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 49'996 | 50'000 | 115'678 CHF | 116'188 CHF | 99.99% | 99.99% |
04.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'520 CHF | 115'020 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'944 CHF | 110'444 CHF | 99.99% | 99.99% |
02.07.2024 | 0.48% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'104 CHF | 105'604 CHF | 99.94% | 99.94% |