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 | 0.42% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'684 CHF | 120'184 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'930 CHF | 115'430 CHF | 99.69% | 99.69% |
11.07.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'679 CHF | 120'179 CHF | 99.23% | 99.23% |
10.07.2024 | 0.44% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'652 CHF | 115'152 CHF | 96.10% | 96.10% |
09.07.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'278 CHF | 116'778 CHF | 99.67% | 99.67% |
08.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'054 CHF | 118'554 CHF | 99.85% | 99.85% |
05.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'912 CHF | 117'412 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'188 CHF | 115'688 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'567 CHF | 115'067 CHF | 99.23% | 99.23% |
02.07.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'890 CHF | 107'390 CHF | 99.68% | 99.68% |