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 | 0.42% | 2.39 CHF | 2.40 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 236'809 CHF | 237'801 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 218'591 CHF | 219'582 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 220'214 CHF | 221'206 CHF | 100.00% | 100.00% |
10.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 222'615 CHF | 223'606 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 100'000 | 100'000 | 99'050 | 99'050 | 221'041 CHF | 222'032 CHF | 99.45% | 99.45% |
08.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 220'013 CHF | 221'005 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 217'444 CHF | 218'436 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 100'000 | 100'000 | 99'057 | 99'057 | 219'308 CHF | 220'300 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 220'742 CHF | 221'733 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 100'000 | 100'000 | 99'037 | 99'037 | 223'215 CHF | 224'206 CHF | 97.63% | 100.00% |