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 | 0.47% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'549 CHF | 52'799 CHF | 99.39% | 99.39% |
12.07.2024 | 0.50% | 2.12 CHF | 2.13 CHF | 25'000 | 25'000 | 31'253 | 31'253 | 62'786 CHF | 63'098 CHF | 99.08% | 99.08% |
11.07.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 25'000 | 25'000 | 34'183 | 34'183 | 68'355 CHF | 68'697 CHF | 98.69% | 98.69% |
10.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 44'815 | 44'815 | 88'714 CHF | 89'163 CHF | 95.48% | 95.48% |
09.07.2024 | 0.49% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 29'373 | 29'373 | 59'407 CHF | 59'701 CHF | 99.05% | 99.05% |
08.07.2024 | 0.46% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'859 CHF | 54'109 CHF | 99.23% | 99.23% |
05.07.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'132 CHF | 54'382 CHF | 99.38% | 99.38% |
04.07.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'445 CHF | 51'695 CHF | 99.39% | 99.39% |
03.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 25'205 | 25'205 | 51'377 CHF | 51'629 CHF | 98.64% | 98.64% |
02.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 47'897 | 47'897 | 92'836 CHF | 93'315 CHF | 99.02% | 99.02% |