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% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 121'024 CHF | 121'520 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 120'660 CHF | 121'156 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 122'204 CHF | 122'700 CHF | 100.00% | 100.00% |
10.07.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 127'133 CHF | 127'629 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 49'529 | 49'527 | 124'649 CHF | 125'141 CHF | 99.55% | 99.55% |
08.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 49'534 | 49'534 | 128'551 CHF | 129'047 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 50'000 | 50'000 | 49'530 | 49'529 | 128'774 CHF | 129'267 CHF | 99.88% | 99.88% |
04.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 130'194 CHF | 130'690 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 131'287 CHF | 131'782 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 50'000 | 50'000 | 49'531 | 49'528 | 139'830 CHF | 140'319 CHF | 99.49% | 99.49% |