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 | 0.50% | 2.70 CHF | 2.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 276'444 CHF | 277'816 CHF | 98.08% | 98.08% |
12.07.2024 | 0.51% | 2.73 CHF | 2.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 273'695 CHF | 275'092 CHF | 99.32% | 99.32% |
11.07.2024 | 0.52% | 2.73 CHF | 2.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 277'067 CHF | 278'509 CHF | 98.47% | 98.47% |
10.07.2024 | 0.50% | 2.69 CHF | 2.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 266'119 CHF | 267'462 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 2.62 CHF | 2.63 CHF | 100'000 | 100'000 | 59'267 | 59'267 | 156'054 CHF | 157'261 CHF | 99.90% | 99.90% |
08.07.2024 | 0.55% | 2.61 CHF | 2.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 259'247 CHF | 260'690 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 2.52 CHF | 2.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 254'865 CHF | 256'268 CHF | 99.53% | 99.53% |
04.07.2024 | 0.53% | 2.62 CHF | 2.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 261'751 CHF | 263'136 CHF | 100.00% | 100.00% |
03.07.2024 | 0.59% | 2.56 CHF | 2.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 255'676 CHF | 257'184 CHF | 99.72% | 99.72% |
02.07.2024 | 0.51% | 2.64 CHF | 2.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 263'731 CHF | 265'085 CHF | 99.93% | 99.93% |