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 | 0.91% | 2.16 CHF | 2.18 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 210'698 CHF | 212'623 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 2.18 CHF | 2.20 CHF | 96'000 | 96'000 | 96'228 | 96'228 | 211'567 CHF | 213'492 CHF | 100.00% | 100.00% |
11.07.2024 | 0.92% | 2.22 CHF | 2.24 CHF | 96'000 | 96'000 | 96'647 | 96'647 | 209'647 CHF | 211'581 CHF | 99.99% | 99.99% |
10.07.2024 | 0.96% | 2.11 CHF | 2.13 CHF | 98'000 | 98'000 | 98'663 | 98'663 | 204'388 CHF | 206'361 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 2.06 CHF | 2.08 CHF | 99'000 | 99'000 | 97'595 | 97'595 | 207'082 CHF | 209'035 CHF | 99.71% | 99.71% |
08.07.2024 | 0.97% | 2.03 CHF | 2.05 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 202'481 CHF | 204'462 CHF | 99.26% | 99.26% |
05.07.2024 | 0.97% | 2.04 CHF | 2.06 CHF | 99'000 | 99'000 | 99'201 | 99'201 | 202'567 CHF | 204'551 CHF | 99.99% | 99.99% |
04.07.2024 | 0.99% | 2.03 CHF | 2.05 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 201'132 CHF | 203'127 CHF | 99.54% | 99.54% |
03.07.2024 | 1.00% | 1.99 CHF | 2.01 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 199'820 CHF | 201'823 CHF | 100.00% | 100.00% |
02.07.2024 | 1.09% | 1.86 CHF | 1.88 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 189'082 CHF | 191'156 CHF | 100.00% | 100.00% |