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 | 0.48% | 2.13 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'303 CHF | 52'553 CHF | 99.06% | 99.06% |
12.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'843 CHF | 52'093 CHF | 98.81% | 98.81% |
11.07.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'947 CHF | 53'197 CHF | 98.40% | 98.40% |
10.07.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'280 CHF | 53'530 CHF | 95.14% | 95.14% |
09.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'226 CHF | 52'476 CHF | 98.70% | 98.70% |
08.07.2024 | 0.50% | 2.09 CHF | 2.10 CHF | 25'000 | 25'000 | 44'221 | 44'221 | 88'140 CHF | 88'582 CHF | 98.57% | 98.57% |
05.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 25'000 | 25'000 | 28'948 | 28'948 | 57'868 CHF | 58'157 CHF | 99.17% | 99.17% |
04.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'185 CHF | 50'435 CHF | 99.18% | 99.18% |
03.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 25'000 | 25'000 | 44'885 | 44'885 | 89'144 CHF | 89'592 CHF | 98.45% | 98.45% |
02.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 25'000 | 25'000 | 45'409 | 45'409 | 89'227 CHF | 89'682 CHF | 98.82% | 98.82% |