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% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'452 CHF | 136'952 CHF | 99.99% | 99.99% |
12.07.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'811 CHF | 138'311 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'617 CHF | 137'117 CHF | 71.55% | 71.55% |
10.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'029 CHF | 139'529 CHF | 99.38% | 99.38% |
09.07.2024 | 0.37% | 2.89 CHF | 2.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'736 CHF | 137'236 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'391 CHF | 130'891 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.43 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'190 CHF | 129'690 CHF | 100.00% | 100.00% |
04.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'992 CHF | 131'492 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'214 CHF | 136'714 CHF | 99.99% | 99.99% |
02.07.2024 | 0.35% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'509 CHF | 142'009 CHF | 99.96% | 99.96% |