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 | 0.75% | 2.06 CHF | 2.07 CHF | 240'000 | 240'000 | 107'286 | 107'286 | 219'337 CHF | 220'731 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 2.07 CHF | 2.08 CHF | 240'000 | 240'000 | 107'375 | 107'375 | 217'634 CHF | 219'029 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.98 CHF | 1.99 CHF | 240'000 | 240'000 | 106'912 | 106'912 | 210'684 CHF | 212'078 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 1.93 CHF | 1.94 CHF | 240'000 | 240'000 | 107'361 | 107'361 | 207'498 CHF | 208'893 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 1.94 CHF | 1.95 CHF | 240'000 | 240'000 | 107'362 | 107'362 | 208'506 CHF | 209'901 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 1.97 CHF | 1.98 CHF | 240'000 | 240'000 | 107'377 | 107'377 | 212'681 CHF | 214'076 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 1.99 CHF | 2.00 CHF | 240'000 | 240'000 | 107'070 | 107'070 | 213'181 CHF | 214'573 CHF | 99.71% | 99.71% |
04.07.2024 | 0.76% | 2.01 CHF | 2.02 CHF | 96'000 | 96'000 | 76'588 | 76'588 | 154'335 CHF | 155'423 CHF | 98.81% | 98.81% |
03.07.2024 | 0.75% | 2.06 CHF | 2.07 CHF | 230'000 | 230'000 | 104'401 | 104'401 | 213'299 CHF | 214'651 CHF | 99.37% | 99.37% |
02.07.2024 | 0.75% | 2.04 CHF | 2.05 CHF | 230'000 | 230'000 | 103'113 | 103'113 | 211'901 CHF | 213'242 CHF | 99.99% | 99.99% |