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 | 0.47% | 2.84 CHF | 2.85 CHF | 30'000 | 30'000 | 20'319 | 20'319 | 58'111 CHF | 58'325 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 30'000 | 30'000 | 29'999 | 29'999 | 83'907 CHF | 84'207 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 30'000 | 30'000 | 29'975 | 29'975 | 85'293 CHF | 85'593 CHF | 99.97% | 99.97% |
10.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 30'000 | 30'000 | 29'996 | 29'996 | 82'679 CHF | 82'979 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 30'000 | 30'000 | 29'901 | 29'901 | 84'183 CHF | 84'483 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 30'000 | 30'000 | 32'657 | 32'657 | 87'292 CHF | 87'619 CHF | 99.69% | 99.69% |
05.07.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 101'391 CHF | 101'791 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 100'845 CHF | 101'245 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'314 CHF | 98'714 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 75'531 CHF | 75'831 CHF | 99.99% | 99.99% |