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 | 0.45% | 2.22 CHF | 2.23 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 107'233 CHF | 107'713 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 107'086 CHF | 107'566 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 48'000 | 48'000 | 47'973 | 47'973 | 107'015 CHF | 107'495 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 48'000 | 48'000 | 48'162 | 48'162 | 105'600 CHF | 106'081 CHF | 100.00% | 100.00% |
09.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 48'000 | 48'000 | 48'401 | 48'401 | 105'602 CHF | 106'086 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 48'000 | 48'000 | 48'171 | 48'171 | 105'907 CHF | 106'389 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 48'000 | 48'000 | 48'276 | 48'276 | 105'286 CHF | 105'769 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 105'413 CHF | 105'893 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 48'000 | 48'000 | 49'534 | 49'534 | 107'102 CHF | 107'598 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 109'941 CHF | 110'461 CHF | 100.00% | 100.00% |