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 | 0.49% | 2.02 CHF | 2.03 CHF | 100'000 | 300'000 | 100'000 | 300'000 | 203'331 CHF | 612'993 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100'000 | 300'000 | 100'000 | 300'000 | 204'490 CHF | 616'470 CHF | 99.78% | 99.78% |
11.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 100'000 | 300'000 | 100'000 | 300'000 | 205'888 CHF | 620'663 CHF | 99.99% | 99.99% |
10.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100'000 | 300'000 | 100'000 | 300'000 | 207'636 CHF | 625'908 CHF | 94.71% | 94.71% |
09.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100'000 | 300'000 | 100'000 | 300'000 | 208'347 CHF | 628'040 CHF | 99.67% | 99.67% |
08.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 100'000 | 300'000 | 100'000 | 300'000 | 209'150 CHF | 630'449 CHF | 100.00% | 100.00% |
05.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100'000 | 300'000 | 100'000 | 300'000 | 208'064 CHF | 627'192 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 100'000 | 300'000 | 100'000 | 300'000 | 208'201 CHF | 627'604 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 100'000 | 300'000 | 100'000 | 300'000 | 208'565 CHF | 628'696 CHF | 99.33% | 99.33% |
02.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 100'000 | 300'000 | 100'000 | 300'000 | 211'503 CHF | 637'508 CHF | 99.62% | 99.62% |