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 | 0.47% | 2.05 CHF | 2.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 423'816 CHF | 425'816 CHF | 99.08% | 99.08% |
12.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 426'540 CHF | 428'540 CHF | 98.97% | 98.97% |
11.07.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 427'588 CHF | 429'588 CHF | 99.10% | 99.10% |
10.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 429'291 CHF | 431'291 CHF | 94.89% | 94.89% |
09.07.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 424'740 CHF | 426'740 CHF | 99.45% | 99.45% |
08.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 411'555 CHF | 413'555 CHF | 99.81% | 99.81% |
05.07.2024 | 0.49% | 1.97 CHF | 1.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 409'692 CHF | 411'692 CHF | 99.59% | 99.59% |
04.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 413'618 CHF | 415'618 CHF | 99.81% | 99.81% |
03.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 424'225 CHF | 426'225 CHF | 99.10% | 99.10% |
02.07.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 435'223 CHF | 437'223 CHF | 99.81% | 99.81% |