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 | 0.39% | 2.58 CHF | 2.59 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 102'621 CHF | 103'025 CHF | 99.50% | 99.50% |
12.07.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 102'462 CHF | 102'862 CHF | 99.50% | 99.50% |
11.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'960 CHF | 99'360 CHF | 99.55% | 99.55% |
10.07.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'032 CHF | 94'432 CHF | 99.56% | 99.56% |
09.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 96'817 CHF | 97'217 CHF | 99.59% | 99.59% |
08.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'593 CHF | 98'993 CHF | 99.50% | 99.50% |
05.07.2024 | 0.39% | 2.46 CHF | 2.47 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 101'851 CHF | 102'251 CHF | 99.50% | 99.50% |
04.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 100'954 CHF | 101'354 CHF | 99.53% | 99.59% |
03.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'358 CHF | 98'758 CHF | 99.51% | 99.51% |
02.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 92'326 CHF | 92'726 CHF | 99.53% | 99.53% |