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 | 0.38% | 2.68 CHF | 2.69 CHF | 50'000 | 50'000 | 49'167 | 49'167 | 130'525 CHF | 131'018 CHF | 100.00% | 100.00% |
12.07.2024 | 0.39% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 48'726 | 48'726 | 127'887 CHF | 128'376 CHF | 99.99% | 99.99% |
11.07.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 47'646 | 47'646 | 126'250 CHF | 126'729 CHF | 99.74% | 99.74% |
10.07.2024 | 0.40% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 48'102 | 48'102 | 126'085 CHF | 126'568 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 47'910 | 47'910 | 124'871 CHF | 125'354 CHF | 99.99% | 99.99% |
08.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 48'763 | 48'763 | 132'497 CHF | 132'987 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 2.63 CHF | 2.65 CHF | 25'000 | 25'000 | 47'013 | 47'013 | 125'315 CHF | 125'800 CHF | 99.95% | 99.95% |
04.07.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 49'115 | 49'115 | 129'186 CHF | 129'678 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 2.53 CHF | 2.54 CHF | 50'000 | 50'000 | 47'369 | 47'369 | 120'344 CHF | 120'821 CHF | 100.00% | 100.00% |
02.07.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 48'766 | 48'766 | 117'552 CHF | 118'041 CHF | 99.98% | 99.98% |