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 | 0.84% | 2.28 CHF | 2.30 CHF | 40'000 | 40'000 | 39'944 | 39'944 | 95'002 CHF | 95'801 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 2.42 CHF | 2.44 CHF | 40'000 | 40'000 | 48'424 | 48'424 | 115'060 CHF | 116'029 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 2.39 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'690 CHF | 120'690 CHF | 99.99% | 99.99% |
10.07.2024 | 0.85% | 2.36 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'697 CHF | 117'697 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 2.41 CHF | 2.43 CHF | 50'000 | 50'000 | 50'154 | 50'154 | 121'343 CHF | 122'332 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 60'000 | 60'000 | 59'896 | 59'896 | 138'217 CHF | 138'817 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 137'232 CHF | 137'832 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 138'989 CHF | 139'589 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 60'000 | 60'000 | 60'012 | 60'012 | 137'553 CHF | 138'154 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 2.26 CHF | 2.27 CHF | 60'000 | 60'000 | 66'142 | 66'142 | 143'751 CHF | 144'412 CHF | 100.00% | 100.00% |