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 | 0.46% | 2.13 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'206 CHF | 54'456 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 28'905 | 28'906 | 59'451 CHF | 59'743 CHF | 98.46% | 98.46% |
11.07.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 25'000 | 25'000 | 43'259 | 43'258 | 85'874 CHF | 86'305 CHF | 99.84% | 99.84% |
10.07.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'627 CHF | 95'127 CHF | 99.77% | 99.77% |
09.07.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'888 CHF | 95'388 CHF | 100.00% | 100.00% |
08.07.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'541 CHF | 95'041 CHF | 98.98% | 98.98% |
05.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'831 CHF | 91'331 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'289 CHF | 85'789 CHF | 98.16% | 98.16% |
03.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'169 CHF | 83'669 CHF | 100.00% | 100.00% |
02.07.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'431 CHF | 75'931 CHF | 100.00% | 100.00% |