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 | 0.49% | 2.38 CHF | 2.39 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 73'079 CHF | 61'198 CHF | 95.23% | 95.23% |
12.07.2024 | 0.48% | 2.49 CHF | 2.50 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 73'006 CHF | 61'129 CHF | 99.01% | 99.01% |
11.07.2024 | 0.48% | 2.41 CHF | 2.43 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'961 CHF | 58'581 CHF | 99.05% | 99.05% |
10.07.2024 | 0.55% | 2.23 CHF | 2.24 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'836 CHF | 56'840 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 2.33 CHF | 2.34 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'345 CHF | 59'756 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 2.36 CHF | 2.37 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'149 CHF | 59'592 CHF | 98.82% | 98.82% |
05.07.2024 | 0.50% | 2.31 CHF | 2.32 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'609 CHF | 59'136 CHF | 98.81% | 98.81% |
04.07.2024 | 0.51% | 2.39 CHF | 2.41 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'503 CHF | 59'055 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 2.26 CHF | 2.27 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'423 CHF | 58'982 CHF | 99.73% | 99.73% |
02.07.2024 | 0.51% | 2.32 CHF | 2.33 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'529 CHF | 56'564 CHF | 99.66% | 99.66% |