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 | 0.52% | 1.90 CHF | 1.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'599 CHF | 47'849 CHF | 100.00% | 100.00% |
12.07.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'035 CHF | 46'285 CHF | 99.67% | 99.67% |
11.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'233 CHF | 45'483 CHF | 86.34% | 86.34% |
10.07.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'866 CHF | 47'116 CHF | 96.10% | 96.10% |
09.07.2024 | 0.51% | 1.76 CHF | 1.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'069 CHF | 49'319 CHF | 99.67% | 99.67% |
08.07.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'998 CHF | 55'248 CHF | 99.85% | 99.85% |
05.07.2024 | 0.43% | 2.22 CHF | 2.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'604 CHF | 57'854 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'529 CHF | 53'779 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.18 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'203 CHF | 52'453 CHF | 99.25% | 99.25% |
02.07.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'511 CHF | 41'761 CHF | 99.67% | 99.67% |