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 | 0.45% | 2.26 CHF | 2.27 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 66'175 CHF | 66'475 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 66'535 CHF | 66'835 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'047 CHF | 57'297 CHF | 100.00% | 100.00% |
10.07.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'772 CHF | 59'022 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'937 CHF | 59'187 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.34 CHF | 2.35 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 67'206 CHF | 67'506 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 66'927 CHF | 67'227 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'928 CHF | 56'178 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'466 CHF | 58'716 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'573 CHF | 60'823 CHF | 100.00% | 100.00% |