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 | 0.41% | 2.37 CHF | 2.38 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 96'852 CHF | 97'252 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 96'755 CHF | 97'155 CHF | 99.01% | 99.01% |
11.07.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 92'755 CHF | 93'155 CHF | 99.97% | 99.97% |
10.07.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 89'907 CHF | 90'307 CHF | 99.85% | 99.85% |
09.07.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'625 CHF | 95'025 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'368 CHF | 94'768 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 93'584 CHF | 93'984 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 93'478 CHF | 93'878 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 93'402 CHF | 93'802 CHF | 99.25% | 99.25% |
02.07.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 89'470 CHF | 89'870 CHF | 99.96% | 99.96% |