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% | 2.36 CHF | 2.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 96'603 CHF | 97'003 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 96'506 CHF | 96'906 CHF | 99.01% | 99.01% |
11.07.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 92'465 CHF | 92'865 CHF | 99.86% | 99.86% |
10.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 89'647 CHF | 90'047 CHF | 99.85% | 99.85% |
09.07.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'326 CHF | 94'726 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'062 CHF | 94'462 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 93'294 CHF | 93'694 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 93'205 CHF | 93'605 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 93'094 CHF | 93'494 CHF | 99.51% | 99.51% |
02.07.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 89'179 CHF | 89'579 CHF | 99.93% | 99.93% |