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 | 0.92% | 2.48 CHF | 2.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 254'918 CHF | 257'281 CHF | 50.28% | 50.28% |
12.07.2024 | 0.97% | 2.50 CHF | 2.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 250'654 CHF | 253'087 CHF | 87.00% | 87.00% |
11.07.2024 | 0.96% | 2.50 CHF | 2.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 253'922 CHF | 256'383 CHF | 91.42% | 91.42% |
10.07.2024 | 0.99% | 2.46 CHF | 2.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 243'313 CHF | 245'723 CHF | 99.39% | 99.39% |
09.07.2024 | 1.34% | 2.39 CHF | 2.42 CHF | 100'000 | 100'000 | 59'456 | 59'456 | 143'013 CHF | 144'863 CHF | 97.89% | 97.89% |
08.07.2024 | 1.02% | 2.38 CHF | 2.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 236'621 CHF | 239'040 CHF | 98.65% | 98.65% |
05.07.2024 | 1.02% | 2.30 CHF | 2.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 232'212 CHF | 234'588 CHF | 99.53% | 99.53% |
04.07.2024 | 0.99% | 2.39 CHF | 2.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 238'641 CHF | 241'025 CHF | 99.58% | 99.58% |
03.07.2024 | 1.02% | 2.33 CHF | 2.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 232'948 CHF | 235'342 CHF | 99.50% | 99.50% |
02.07.2024 | 1.00% | 2.41 CHF | 2.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 240'656 CHF | 243'078 CHF | 98.29% | 98.29% |