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 | 0.48% | 2.05 CHF | 2.06 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'275 CHF | 41'475 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'137 CHF | 41'337 CHF | 98.42% | 98.42% |
11.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 40'036 CHF | 40'236 CHF | 95.96% | 95.96% |
10.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'749 CHF | 38'949 CHF | 99.79% | 99.79% |
09.07.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 37'706 CHF | 37'906 CHF | 100.00% | 100.00% |
08.07.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'621 CHF | 38'821 CHF | 98.99% | 98.99% |
05.07.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 39'820 CHF | 40'020 CHF | 100.00% | 100.00% |
04.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'697 CHF | 38'897 CHF | 98.16% | 98.16% |
03.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'154 CHF | 38'354 CHF | 100.00% | 100.00% |
02.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 37'549 CHF | 37'749 CHF | 100.00% | 100.00% |