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 | 0.41% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'405 CHF | 120'905 CHF | 99.39% | 99.39% |
12.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'588 CHF | 122'088 CHF | 99.09% | 99.09% |
11.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'697 CHF | 123'197 CHF | 85.73% | 85.73% |
10.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'392 CHF | 120'892 CHF | 95.50% | 95.50% |
09.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'390 CHF | 128'890 CHF | 99.05% | 99.05% |
08.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'667 CHF | 128'167 CHF | 99.23% | 99.23% |
05.07.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'963 CHF | 130'463 CHF | 99.39% | 99.39% |
04.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'214 CHF | 135'714 CHF | 99.38% | 99.38% |
03.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'832 CHF | 135'332 CHF | 98.63% | 98.63% |
02.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'628 CHF | 140'128 CHF | 99.07% | 99.07% |