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 | 0.51% | 2.30 CHF | 2.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'446 CHF | 62'763 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 2.56 CHF | 2.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'118 CHF | 62'427 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'885 CHF | 63'145 CHF | 100.00% | 100.00% |
10.07.2024 | 0.45% | 2.44 CHF | 2.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'238 CHF | 60'511 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'905 CHF | 64'159 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'654 CHF | 58'904 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'229 CHF | 58'489 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'514 CHF | 59'771 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'478 CHF | 58'728 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 2.29 CHF | 2.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'629 CHF | 53'889 CHF | 100.00% | 100.00% |