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 | 0.45% | 2.24 CHF | 2.25 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 222'174 CHF | 223'166 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 203'894 CHF | 204'886 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 205'543 CHF | 206'535 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 207'965 CHF | 208'957 CHF | 100.00% | 100.00% |
09.07.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 99'054 | 99'054 | 206'360 CHF | 207'352 CHF | 99.54% | 99.54% |
08.07.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 205'231 CHF | 206'222 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 202'773 CHF | 203'765 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 204'603 CHF | 205'595 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 206'076 CHF | 207'068 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 99'027 | 99'027 | 208'528 CHF | 209'519 CHF | 96.45% | 99.58% |