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% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 48'238 | 48'238 | 107'032 CHF | 107'514 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 108'181 CHF | 108'658 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 49'000 | 49'000 | 47'693 | 47'693 | 108'348 CHF | 108'825 CHF | 99.99% | 99.99% |
10.07.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 106'544 CHF | 107'031 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 108'152 CHF | 108'638 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 106'669 CHF | 107'156 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 47'920 | 47'920 | 109'728 CHF | 110'207 CHF | 99.82% | 99.82% |
04.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 113'177 CHF | 113'654 CHF | 99.50% | 99.50% |
03.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 110'193 CHF | 110'672 CHF | 99.35% | 99.35% |
02.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 51'000 | 51'000 | 49'538 | 49'538 | 106'636 CHF | 107'132 CHF | 99.99% | 99.99% |