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% | 2.72 CHF | 2.73 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 26'098 CHF | 26'207 CHF | 99.53% | 99.53% |
12.07.2024 | 0.45% | 2.53 CHF | 2.54 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 25'649 CHF | 25'763 CHF | 99.58% | 99.58% |
11.07.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 26'566 CHF | 26'669 CHF | 99.52% | 99.52% |
10.07.2024 | 0.40% | 2.66 CHF | 2.67 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 26'461 CHF | 26'566 CHF | 99.55% | 99.55% |
09.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 27'358 CHF | 27'460 CHF | 99.49% | 99.49% |
08.07.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 26'036 CHF | 26'137 CHF | 99.49% | 99.49% |
05.07.2024 | 0.42% | 2.65 CHF | 2.66 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 25'785 CHF | 25'894 CHF | 99.50% | 99.50% |
04.07.2024 | 0.39% | 2.80 CHF | 2.81 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 28'131 CHF | 28'242 CHF | 99.52% | 99.52% |
03.07.2024 | 0.39% | 2.87 CHF | 2.88 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 28'721 CHF | 28'834 CHF | 99.58% | 99.58% |
02.07.2024 | 0.44% | 2.95 CHF | 2.97 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 26'796 CHF | 26'913 CHF | 99.44% | 99.49% |