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 | 0.44% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'995 CHF | 113'495 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'561 CHF | 115'061 CHF | 98.97% | 98.97% |
11.07.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'726 CHF | 115'226 CHF | 99.85% | 99.85% |
10.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'975 CHF | 118'475 CHF | 99.83% | 99.83% |
09.07.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'982 CHF | 117'482 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'524 CHF | 115'024 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'326 CHF | 114'826 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'204 CHF | 109'704 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'626 CHF | 112'126 CHF | 99.51% | 99.51% |
02.07.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'479 CHF | 113'979 CHF | 100.00% | 100.00% |