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 | 0.45% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 49'000 | 49'000 | 111'976 CHF | 112'467 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 49'099 | 49'099 | 110'756 CHF | 111'248 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 48'600 | 48'600 | 110'897 CHF | 111'384 CHF | 99.76% | 99.76% |
10.07.2024 | 0.46% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 48'400 | 48'400 | 109'079 CHF | 109'564 CHF | 100.00% | 100.00% |
09.07.2024 | 0.48% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 46'880 | 46'880 | 104'992 CHF | 105'465 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 49'314 | 49'314 | 115'851 CHF | 116'345 CHF | 99.99% | 99.99% |
05.07.2024 | 0.47% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 47'211 | 47'211 | 108'455 CHF | 108'941 CHF | 99.97% | 99.97% |
04.07.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 49'426 | 49'426 | 111'853 CHF | 112'348 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 48'626 | 48'626 | 105'841 CHF | 106'329 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 49'477 | 49'477 | 101'530 CHF | 102'025 CHF | 100.00% | 100.00% |