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% | 2.23 CHF | 2.24 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 212'075 CHF | 213'025 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 208'554 CHF | 209'504 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 99'903 | 99'903 | 205'939 CHF | 206'939 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 203'689 CHF | 204'689 CHF | 99.99% | 99.99% |
09.07.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 100'000 | 100'000 | 98'724 | 98'724 | 205'032 CHF | 206'019 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 204'279 CHF | 205'229 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 209'433 CHF | 210'383 CHF | 99.81% | 99.81% |
04.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 209'876 CHF | 210'826 CHF | 99.49% | 99.49% |
03.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 208'982 CHF | 209'932 CHF | 99.35% | 99.35% |
02.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 100'000 | 100'000 | 95'699 | 95'699 | 202'926 CHF | 203'883 CHF | 100.00% | 100.00% |