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 | 0.62% | 2.51 CHF | 2.52 CHF | 240'000 | 240'000 | 107'264 | 107'264 | 267'981 CHF | 269'375 CHF | 99.98% | 99.98% |
12.07.2024 | 0.63% | 2.52 CHF | 2.53 CHF | 240'000 | 240'000 | 107'376 | 107'376 | 266'395 CHF | 267'790 CHF | 100.00% | 100.00% |
11.07.2024 | 0.64% | 2.43 CHF | 2.44 CHF | 240'000 | 240'000 | 106'912 | 106'912 | 259'355 CHF | 260'750 CHF | 100.00% | 100.00% |
10.07.2024 | 0.65% | 2.39 CHF | 2.40 CHF | 240'000 | 240'000 | 107'361 | 107'361 | 256'469 CHF | 257'864 CHF | 100.00% | 100.00% |
09.07.2024 | 0.64% | 2.40 CHF | 2.41 CHF | 240'000 | 240'000 | 107'365 | 107'365 | 257'479 CHF | 258'874 CHF | 100.00% | 100.00% |
08.07.2024 | 0.63% | 2.42 CHF | 2.43 CHF | 240'000 | 240'000 | 107'377 | 107'377 | 261'756 CHF | 263'151 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 2.44 CHF | 2.45 CHF | 240'000 | 240'000 | 107'067 | 107'067 | 262'001 CHF | 263'394 CHF | 99.70% | 99.70% |
04.07.2024 | 0.62% | 2.46 CHF | 2.47 CHF | 96'000 | 96'000 | 76'587 | 76'587 | 189'344 CHF | 190'433 CHF | 98.81% | 98.81% |
03.07.2024 | 0.62% | 2.52 CHF | 2.53 CHF | 230'000 | 230'000 | 104'410 | 104'410 | 261'150 CHF | 262'503 CHF | 99.35% | 99.35% |
02.07.2024 | 0.62% | 2.50 CHF | 2.51 CHF | 230'000 | 230'000 | 103'124 | 103'124 | 259'232 CHF | 260'574 CHF | 100.00% | 100.00% |