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 | 0.42% | 2.46 CHF | 2.47 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 23'599 CHF | 23'699 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 23'670 CHF | 23'770 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 22'950 CHF | 23'050 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 21'855 CHF | 21'955 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 2.00 CHF | 2.01 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 21'199 CHF | 21'299 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 2.47 CHF | 2.48 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 26'570 CHF | 26'673 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 2.73 CHF | 2.74 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 24'625 CHF | 24'719 CHF | 100.00% | 100.00% |
04.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 28'412 CHF | 28'512 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 25'283 CHF | 25'383 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 21'284 CHF | 21'384 CHF | 100.00% | 100.00% |