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 | 0.80% | 2.62 CHF | 2.64 CHF | 25'000 | 25'000 | 26'375 | 26'375 | 68'949 CHF | 69'489 CHF | 98.72% | 98.72% |
12.07.2024 | 0.49% | 2.59 CHF | 2.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'501 CHF | 128'131 CHF | 99.38% | 99.38% |
11.07.2024 | 0.53% | 2.57 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'660 CHF | 131'352 CHF | 99.15% | 99.15% |
10.07.2024 | 0.52% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'161 CHF | 128'827 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 2.61 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'375 CHF | 132'995 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 2.64 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'294 CHF | 130'934 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.59 CHF | 2.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'719 CHF | 131'312 CHF | 99.55% | 99.55% |
04.07.2024 | 0.48% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'918 CHF | 129'544 CHF | 100.00% | 100.00% |
03.07.2024 | 0.52% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'034 CHF | 129'704 CHF | 99.73% | 99.73% |
02.07.2024 | 0.48% | 2.56 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'172 CHF | 126'778 CHF | 100.00% | 100.00% |