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 | 0.46% | 2.61 CHF | 2.63 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 54'512 CHF | 54'766 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 2.82 CHF | 2.84 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 54'499 CHF | 54'741 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 2.68 CHF | 2.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 50'732 CHF | 50'933 CHF | 100.00% | 100.00% |
10.07.2024 | 0.44% | 2.35 CHF | 2.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 48'282 CHF | 48'496 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.55 CHF | 2.56 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 52'773 CHF | 52'994 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 2.60 CHF | 2.62 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 52'531 CHF | 52'742 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.51 CHF | 2.52 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 51'892 CHF | 52'114 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 2.67 CHF | 2.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 51'900 CHF | 52'107 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 51'987 CHF | 52'203 CHF | 100.00% | 100.00% |
02.07.2024 | 0.43% | 2.54 CHF | 2.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 48'239 CHF | 48'445 CHF | 100.00% | 100.00% |