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% | 2.66 CHF | 2.68 CHF | 25'000 | 25'000 | 26'375 | 26'375 | 69'991 CHF | 70'544 CHF | 98.72% | 98.72% |
12.07.2024 | 0.46% | 2.63 CHF | 2.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'501 CHF | 130'096 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 2.61 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'628 CHF | 133'275 CHF | 99.09% | 99.09% |
10.07.2024 | 0.46% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'161 CHF | 130'766 CHF | 100.00% | 100.00% |
09.07.2024 | 0.48% | 2.65 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'316 CHF | 134'968 CHF | 99.99% | 99.99% |
08.07.2024 | 0.50% | 2.68 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'238 CHF | 132'895 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 2.63 CHF | 2.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'657 CHF | 133'313 CHF | 99.52% | 99.52% |
04.07.2024 | 0.47% | 2.59 CHF | 2.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'881 CHF | 131'496 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'034 CHF | 131'632 CHF | 99.73% | 99.73% |
02.07.2024 | 0.47% | 2.60 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'101 CHF | 128'707 CHF | 99.85% | 99.85% |