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 | 0.34% | 2.82 CHF | 2.83 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 58'460 CHF | 58'660 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 59'739 CHF | 59'939 CHF | 98.98% | 98.98% |
11.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 58'428 CHF | 58'628 CHF | 99.81% | 99.81% |
10.07.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 54'315 CHF | 54'515 CHF | 99.84% | 99.84% |
09.07.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 54'336 CHF | 54'536 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 54'031 CHF | 54'231 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 53'536 CHF | 53'736 CHF | 100.00% | 100.00% |
04.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 52'497 CHF | 52'697 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 49'776 CHF | 49'976 CHF | 99.50% | 99.50% |
02.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 48'805 CHF | 49'005 CHF | 99.99% | 99.99% |