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 | 0.66% | 2.06 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'001 CHF | 106'708 CHF | 97.10% | 97.10% |
12.07.2024 | 0.64% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'627 CHF | 105'304 CHF | 99.01% | 99.01% |
11.07.2024 | 0.70% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'467 CHF | 105'197 CHF | 99.09% | 99.09% |
10.07.2024 | 0.65% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'273 CHF | 101'936 CHF | 100.00% | 100.00% |
09.07.2024 | 0.65% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'290 CHF | 102'956 CHF | 99.99% | 99.99% |
08.07.2024 | 0.62% | 2.07 CHF | 2.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'822 CHF | 105'476 CHF | 100.00% | 100.00% |
05.07.2024 | 0.65% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'178 CHF | 105'867 CHF | 98.72% | 98.72% |
04.07.2024 | 0.64% | 2.22 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'296 CHF | 111'000 CHF | 100.00% | 100.00% |
03.07.2024 | 0.64% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'899 CHF | 108'587 CHF | 99.73% | 99.73% |
02.07.2024 | 0.69% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'103 CHF | 106'833 CHF | 100.00% | 100.00% |