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 | 0.43% | 2.34 CHF | 2.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 46'822 CHF | 47'022 CHF | 99.39% | 99.39% |
12.07.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 46'016 CHF | 46'216 CHF | 99.09% | 99.09% |
11.07.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 46'418 CHF | 46'618 CHF | 85.73% | 85.73% |
10.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 44'365 CHF | 44'565 CHF | 95.48% | 95.48% |
09.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 44'033 CHF | 44'233 CHF | 99.05% | 99.05% |
08.07.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 42'184 CHF | 42'384 CHF | 99.24% | 99.24% |
05.07.2024 | 0.52% | 1.86 CHF | 1.87 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'698 CHF | 38'898 CHF | 99.39% | 99.39% |
04.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'976 CHF | 39'176 CHF | 99.39% | 99.39% |
03.07.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'085 CHF | 38'285 CHF | 98.64% | 98.64% |
02.07.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'485 CHF | 38'685 CHF | 99.03% | 99.03% |