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 | 0.50% | 2.08 CHF | 2.09 CHF | 40'000 | 40'000 | 37'633 | 37'633 | 79'739 CHF | 80'118 CHF | 99.99% | 99.99% |
12.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 81'865 CHF | 82'265 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 83'740 CHF | 84'140 CHF | 99.98% | 99.98% |
10.07.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 40'000 | 40'000 | 39'998 | 39'998 | 80'297 CHF | 80'697 CHF | 99.99% | 99.99% |
09.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 40'000 | 40'000 | 39'867 | 39'867 | 82'322 CHF | 82'722 CHF | 100.00% | 100.00% |
08.07.2024 | 0.52% | 2.02 CHF | 2.03 CHF | 40'000 | 40'000 | 39'932 | 39'932 | 77'231 CHF | 77'631 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 71'955 CHF | 72'355 CHF | 100.00% | 100.00% |
04.07.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 71'518 CHF | 71'918 CHF | 100.00% | 100.00% |
03.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 69'319 CHF | 69'719 CHF | 100.00% | 100.00% |
02.07.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 71'859 CHF | 72'259 CHF | 99.99% | 99.99% |