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 | 0.68% | 2.11 CHF | 2.13 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'421 CHF | 33'648 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 2.18 CHF | 2.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'083 CHF | 34'321 CHF | 100.00% | 100.00% |
11.07.2024 | 0.52% | 2.41 CHF | 2.42 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'678 CHF | 34'860 CHF | 100.00% | 100.00% |
10.07.2024 | 0.56% | 2.18 CHF | 2.19 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'324 CHF | 33'511 CHF | 100.00% | 100.00% |
09.07.2024 | 0.55% | 2.24 CHF | 2.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'686 CHF | 34'877 CHF | 100.00% | 100.00% |
08.07.2024 | 0.55% | 2.28 CHF | 2.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'815 CHF | 36'013 CHF | 100.00% | 100.00% |
05.07.2024 | 0.54% | 2.43 CHF | 2.44 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'460 CHF | 36'657 CHF | 100.00% | 100.00% |
04.07.2024 | 0.52% | 2.28 CHF | 2.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 45'349 CHF | 45'585 CHF | 100.00% | 100.00% |
03.07.2024 | 0.55% | 2.07 CHF | 2.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'548 CHF | 41'776 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 1.99 CHF | 2.00 CHF | 20'000 | 20'000 | 17'010 | 17'010 | 32'254 CHF | 32'429 CHF | 100.00% | 100.00% |