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 | 0.44% | 2.26 CHF | 2.27 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 327'783 CHF | 329'233 CHF | 99.99% | 99.99% |
12.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 145'000 | 145'000 | 147'010 | 147'010 | 320'500 CHF | 321'970 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 150'000 | 150'000 | 149'869 | 149'869 | 319'153 CHF | 320'653 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 150'000 | 150'000 | 150'006 | 150'006 | 305'019 CHF | 306'519 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 155'000 | 155'000 | 152'783 | 152'783 | 306'428 CHF | 307'957 CHF | 99.77% | 99.77% |
08.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 155'000 | 155'000 | 155'000 | 155'000 | 305'261 CHF | 306'811 CHF | 99.29% | 99.29% |
05.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 155'000 | 155'000 | 152'962 | 152'962 | 306'812 CHF | 308'342 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 155'000 | 155'000 | 155'000 | 155'000 | 301'192 CHF | 302'742 CHF | 99.63% | 99.63% |
03.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 150'000 | 150'000 | 150'054 | 150'054 | 306'687 CHF | 308'187 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 309'090 CHF | 310'590 CHF | 99.99% | 99.99% |