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 | 0.45% | 2.13 CHF | 2.14 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 44'695 CHF | 44'895 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 45'976 CHF | 46'176 CHF | 98.98% | 98.98% |
11.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 44'660 CHF | 44'860 CHF | 99.79% | 99.79% |
10.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 40'557 CHF | 40'757 CHF | 99.84% | 99.84% |
09.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 20'000 | 20'000 | 19'996 | 20'000 | 40'575 CHF | 40'782 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 20'000 | 20'000 | 20'000 | 19'996 | 40'289 CHF | 40'481 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 20'000 | 20'000 | 19'997 | 20'000 | 39'771 CHF | 39'976 CHF | 100.00% | 100.00% |
04.07.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 20'000 | 20'000 | 19'998 | 20'000 | 38'739 CHF | 38'944 CHF | 100.00% | 100.00% |
03.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'023 CHF | 36'222 CHF | 99.50% | 99.50% |
02.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'049 CHF | 35'249 CHF | 99.90% | 99.90% |