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 | 0.59% | 2.01 CHF | 2.02 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'851 CHF | 51'846 CHF | 95.14% | 95.14% |
12.07.2024 | 0.60% | 2.11 CHF | 2.12 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'772 CHF | 51'788 CHF | 99.01% | 99.01% |
11.07.2024 | 0.63% | 2.04 CHF | 2.05 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'729 CHF | 49'250 CHF | 99.08% | 99.08% |
10.07.2024 | 0.62% | 1.85 CHF | 1.87 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'619 CHF | 47'475 CHF | 100.00% | 100.00% |
09.07.2024 | 0.58% | 1.96 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'136 CHF | 50'406 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 1.99 CHF | 2.00 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'976 CHF | 50'277 CHF | 100.00% | 100.00% |
05.07.2024 | 0.64% | 1.94 CHF | 1.95 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'387 CHF | 49'808 CHF | 98.58% | 98.58% |
04.07.2024 | 0.60% | 2.02 CHF | 2.03 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'285 CHF | 49'704 CHF | 100.00% | 100.00% |
03.07.2024 | 0.60% | 1.88 CHF | 1.90 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'248 CHF | 49'668 CHF | 99.73% | 99.73% |
02.07.2024 | 0.64% | 1.94 CHF | 1.96 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'280 CHF | 47'200 CHF | 98.61% | 98.61% |