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 | 0.44% | 2.34 CHF | 2.35 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 67'952 CHF | 45'502 CHF | 97.10% | 97.10% |
12.07.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 67'273 CHF | 22'524 CHF | 99.01% | 99.01% |
11.07.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 66'721 CHF | 44'680 CHF | 99.08% | 99.08% |
10.07.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 68'650 CHF | 45'967 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 66'884 CHF | 44'789 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 2.26 CHF | 2.27 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 65'634 CHF | 21'978 CHF | 99.97% | 99.97% |
05.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 64'861 CHF | 43'441 CHF | 98.86% | 98.86% |
04.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 68'010 CHF | 45'540 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 72'103 CHF | 48'268 CHF | 82.74% | 82.74% |
02.07.2024 | 0.39% | 2.46 CHF | 2.47 CHF | 30'000 | 20'000 | 22'014 | 20'000 | 55'732 CHF | 50'945 CHF | 99.85% | 99.85% |