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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 45'000 | 45'000 | 45'000 | 44'998 | 121'034 CHF | 121'482 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 115'715 CHF | 116'165 CHF | 100.00% | 100.00% |
10.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'308 CHF | 124'808 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 2.47 CHF | 2.48 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 114'314 CHF | 114'764 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'830 CHF | 125'330 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 112'617 CHF | 113'067 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'624 CHF | 126'124 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'399 CHF | 122'899 CHF | 100.00% | 100.00% |
02.07.2024 | 0.43% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'283 CHF | 117'783 CHF | 100.00% | 100.00% |
01.07.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'825 CHF | 120'325 CHF | 100.00% | 100.00% |