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 | 53'831 CHF | 54'081 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'783 CHF | 54'033 CHF | 98.41% | 98.41% |
11.07.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'506 CHF | 52'756 CHF | 99.88% | 99.88% |
10.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'206 CHF | 53'456 CHF | 99.77% | 99.77% |
09.07.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'992 CHF | 56'242 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'977 CHF | 55'227 CHF | 98.97% | 98.97% |
05.07.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'318 CHF | 55'568 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'859 CHF | 53'109 CHF | 98.15% | 98.15% |
03.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 25'000 | 25'000 | 26'450 | 26'451 | 54'634 CHF | 54'900 CHF | 99.99% | 99.99% |
02.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'778 CHF | 85'278 CHF | 100.00% | 100.00% |