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 | 0.43% | 2.23 CHF | 2.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'998 CHF | 58'248 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 2.32 CHF | 2.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'052 CHF | 54'302 CHF | 99.67% | 99.67% |
11.07.2024 | 0.43% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'911 CHF | 58'161 CHF | 82.22% | 82.22% |
10.07.2024 | 0.46% | 2.26 CHF | 2.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'151 CHF | 54'401 CHF | 96.10% | 96.10% |
09.07.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'587 CHF | 55'837 CHF | 99.66% | 99.66% |
08.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'186 CHF | 57'436 CHF | 99.85% | 99.85% |
05.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'001 CHF | 56'251 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'703 CHF | 54'953 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'241 CHF | 54'491 CHF | 99.23% | 99.23% |
02.07.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 25'000 | 25'000 | 46'704 | 46'704 | 89'884 CHF | 90'351 CHF | 99.63% | 99.63% |