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 | 0.74% | 2.85 CHF | 2.87 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 56'795 CHF | 57'217 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 2.86 CHF | 2.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 56'202 CHF | 56'639 CHF | 100.00% | 100.00% |
11.07.2024 | 0.55% | 2.88 CHF | 2.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 56'938 CHF | 57'249 CHF | 100.00% | 100.00% |
10.07.2024 | 0.63% | 2.87 CHF | 2.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 58'227 CHF | 58'595 CHF | 100.00% | 100.00% |
09.07.2024 | 0.60% | 3.14 CHF | 3.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 61'660 CHF | 62'031 CHF | 100.00% | 100.00% |
08.07.2024 | 0.58% | 3.18 CHF | 3.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 47'335 CHF | 47'610 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 3.21 CHF | 3.22 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 63'567 CHF | 63'933 CHF | 100.00% | 100.00% |
04.07.2024 | 0.59% | 3.18 CHF | 3.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 48'079 CHF | 48'363 CHF | 100.00% | 100.00% |
03.07.2024 | 0.60% | 3.27 CHF | 3.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 49'219 CHF | 49'514 CHF | 100.00% | 100.00% |
02.07.2024 | 0.52% | 3.35 CHF | 3.37 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 49'538 CHF | 49'797 CHF | 100.00% | 100.00% |