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 | 1.17% | 2.02 CHF | 2.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'219 CHF | 51'822 CHF | 99.72% | 99.72% |
12.07.2024 | 1.12% | 2.08 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'789 CHF | 52'372 CHF | 99.01% | 99.01% |
11.07.2024 | 1.31% | 2.07 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'115 CHF | 51'788 CHF | 99.08% | 99.08% |
10.07.2024 | 1.19% | 2.07 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'538 CHF | 52'156 CHF | 100.00% | 100.00% |
09.07.2024 | 1.14% | 2.06 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'175 CHF | 51'763 CHF | 100.00% | 100.00% |
08.07.2024 | 1.23% | 2.05 CHF | 2.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'051 CHF | 50'669 CHF | 100.00% | 100.00% |
05.07.2024 | 1.25% | 1.98 CHF | 2.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'741 CHF | 49'354 CHF | 95.71% | 95.71% |
04.07.2024 | 1.29% | 1.95 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'258 CHF | 47'869 CHF | 98.19% | 98.19% |
03.07.2024 | 0.90% | 1.61 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'758 CHF | 81'485 CHF | 100.00% | 100.00% |
02.07.2024 | 0.88% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'217 CHF | 78'906 CHF | 100.00% | 100.00% |