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 | 0.77% | 2.04 CHF | 2.05 CHF | 310'000 | 310'000 | 138'916 | 138'916 | 281'013 CHF | 282'819 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 2.03 CHF | 2.04 CHF | 310'000 | 310'000 | 136'395 | 136'395 | 274'984 CHF | 276'752 CHF | 99.98% | 99.98% |
11.07.2024 | 0.77% | 1.99 CHF | 2.00 CHF | 300'000 | 300'000 | 134'229 | 134'229 | 268'820 CHF | 270'563 CHF | 99.83% | 99.83% |
10.07.2024 | 0.77% | 2.02 CHF | 2.03 CHF | 300'000 | 300'000 | 134'268 | 134'268 | 270'333 CHF | 272'077 CHF | 99.99% | 99.99% |
09.07.2024 | 0.89% | 2.00 CHF | 2.01 CHF | 300'000 | 300'000 | 134'343 | 134'343 | 267'925 CHF | 269'933 CHF | 99.78% | 99.78% |
08.07.2024 | 0.90% | 1.95 CHF | 1.96 CHF | 290'000 | 290'000 | 132'624 | 132'624 | 261'303 CHF | 263'319 CHF | 99.92% | 99.92% |
05.07.2024 | 0.77% | 2.00 CHF | 2.01 CHF | 300'000 | 300'000 | 133'879 | 133'879 | 268'977 CHF | 270'718 CHF | 99.70% | 99.70% |
04.07.2024 | 0.76% | 2.01 CHF | 2.02 CHF | 120'000 | 120'000 | 96'074 | 96'074 | 192'801 CHF | 194'161 CHF | 99.95% | 99.95% |
03.07.2024 | 0.90% | 2.01 CHF | 2.02 CHF | 300'000 | 300'000 | 134'195 | 134'195 | 269'704 CHF | 271'737 CHF | 100.00% | 100.00% |
02.07.2024 | 0.90% | 1.99 CHF | 2.00 CHF | 300'000 | 300'000 | 133'438 | 133'438 | 266'637 CHF | 268'662 CHF | 100.00% | 100.00% |