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 | 1.48% | 2.27 CHF | 2.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 46'747 CHF | 47'444 CHF | 97.09% | 97.09% |
12.07.2024 | 1.50% | 2.33 CHF | 2.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 47'196 CHF | 47'909 CHF | 99.01% | 99.01% |
11.07.2024 | 1.40% | 2.41 CHF | 2.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'476 CHF | 58'285 CHF | 99.08% | 99.08% |
10.07.2024 | 1.49% | 2.17 CHF | 2.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'370 CHF | 53'155 CHF | 98.61% | 98.61% |
09.07.2024 | 1.38% | 2.07 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'907 CHF | 55'669 CHF | 99.30% | 99.30% |
08.07.2024 | 1.46% | 2.01 CHF | 2.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'006 CHF | 51'756 CHF | 100.00% | 100.00% |
05.07.2024 | 1.44% | 2.03 CHF | 2.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'873 CHF | 51'612 CHF | 98.86% | 98.86% |
04.07.2024 | 1.42% | 2.01 CHF | 2.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'576 CHF | 50'287 CHF | 97.22% | 97.22% |
03.07.2024 | 1.32% | 1.93 CHF | 1.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'471 CHF | 49'113 CHF | 90.99% | 90.99% |
02.07.2024 | 1.58% | 1.71 CHF | 1.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'880 CHF | 41'533 CHF | 98.59% | 98.59% |