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 | 0.86% | 2.49 CHF | 2.51 CHF | 25'000 | 25'000 | 26'375 | 26'375 | 65'416 CHF | 65'972 CHF | 98.72% | 98.72% |
12.07.2024 | 0.51% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'824 CHF | 121'438 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'991 CHF | 124'631 CHF | 98.98% | 98.98% |
10.07.2024 | 0.55% | 2.47 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'447 CHF | 122'119 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'679 CHF | 126'316 CHF | 100.00% | 100.00% |
08.07.2024 | 0.52% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'595 CHF | 124'238 CHF | 100.00% | 100.00% |
05.07.2024 | 0.53% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'996 CHF | 124'657 CHF | 99.62% | 99.62% |
04.07.2024 | 0.56% | 2.41 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'194 CHF | 122'881 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.43 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'408 CHF | 122'999 CHF | 99.73% | 99.73% |
02.07.2024 | 0.53% | 2.43 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'456 CHF | 120'096 CHF | 99.69% | 99.69% |