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% | 2.25 CHF | 2.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'805 CHF | 33'955 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'837 CHF | 34'987 CHF | 98.44% | 98.44% |
11.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'303 CHF | 35'453 CHF | 98.60% | 98.60% |
10.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'632 CHF | 34'782 CHF | 99.78% | 99.78% |
09.07.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'089 CHF | 35'239 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'591 CHF | 33'741 CHF | 98.99% | 98.99% |
05.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'043 CHF | 33'193 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'954 CHF | 35'104 CHF | 98.17% | 98.17% |
03.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'795 CHF | 34'945 CHF | 100.00% | 100.00% |
02.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'394 CHF | 34'544 CHF | 100.00% | 100.00% |