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 | 0.51% | 2.28 CHF | 2.29 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'061 CHF | 58'684 CHF | 95.13% | 95.13% |
12.07.2024 | 0.50% | 2.38 CHF | 2.40 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'984 CHF | 58'615 CHF | 99.01% | 99.01% |
11.07.2024 | 0.48% | 2.31 CHF | 2.32 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'936 CHF | 56'047 CHF | 98.76% | 98.76% |
10.07.2024 | 0.57% | 2.13 CHF | 2.14 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'787 CHF | 54'295 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 2.23 CHF | 2.24 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'330 CHF | 57'243 CHF | 100.00% | 100.00% |
08.07.2024 | 0.53% | 2.26 CHF | 2.27 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'132 CHF | 57'079 CHF | 99.58% | 99.58% |
05.07.2024 | 0.54% | 2.21 CHF | 2.22 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'569 CHF | 56'611 CHF | 98.58% | 98.58% |
04.07.2024 | 0.53% | 2.29 CHF | 2.31 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'468 CHF | 56'525 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 2.16 CHF | 2.17 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'402 CHF | 56'465 CHF | 99.73% | 99.73% |
02.07.2024 | 0.56% | 2.22 CHF | 2.23 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'484 CHF | 54'036 CHF | 100.00% | 100.00% |