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 | 0.52% | 1.99 CHF | 2.00 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 57'566 CHF | 38'577 CHF | 96.98% | 96.98% |
12.07.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 56'888 CHF | 19'063 CHF | 99.01% | 99.01% |
11.07.2024 | 0.53% | 1.81 CHF | 1.82 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 56'363 CHF | 37'775 CHF | 99.05% | 99.05% |
10.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 58'240 CHF | 39'027 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 56'481 CHF | 37'854 CHF | 100.00% | 100.00% |
08.07.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 55'231 CHF | 18'510 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 54'472 CHF | 36'515 CHF | 98.86% | 98.86% |
04.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 57'639 CHF | 38'626 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 61'724 CHF | 41'350 CHF | 82.74% | 82.74% |
02.07.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 65'750 CHF | 44'033 CHF | 100.00% | 100.00% |