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% | 2.00 CHF | 2.01 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 62'156 CHF | 41'638 CHF | 97.09% | 97.09% |
12.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 62'999 CHF | 21'100 CHF | 99.01% | 99.01% |
11.07.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 63'480 CHF | 42'520 CHF | 99.08% | 99.08% |
10.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 61'623 CHF | 41'282 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 63'374 CHF | 42'450 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 2.09 CHF | 2.10 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 64'794 CHF | 21'698 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 65'553 CHF | 43'902 CHF | 98.86% | 98.86% |
04.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 62'101 CHF | 41'601 CHF | 100.00% | 100.00% |
03.07.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 58'253 CHF | 39'036 CHF | 82.74% | 82.74% |
02.07.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 54'219 CHF | 36'346 CHF | 99.76% | 99.76% |