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 | 0.36% | 2.83 CHF | 2.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'324 CHF | 139'824 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'858 CHF | 133'358 CHF | 99.67% | 99.67% |
11.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'091 CHF | 140'591 CHF | 99.29% | 99.29% |
10.07.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'413 CHF | 146'913 CHF | 96.09% | 96.09% |
09.07.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'205 CHF | 146'705 CHF | 99.67% | 99.67% |
08.07.2024 | 0.36% | 2.89 CHF | 2.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'756 CHF | 139'256 CHF | 99.85% | 99.85% |
05.07.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'667 CHF | 133'167 CHF | 100.00% | 100.00% |
04.07.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'755 CHF | 134'255 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'704 CHF | 134'204 CHF | 99.25% | 99.25% |
02.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'792 CHF | 139'292 CHF | 99.66% | 99.66% |