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% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 210'672 CHF | 211'672 CHF | 99.35% | 99.35% |
12.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 211'645 CHF | 212'645 CHF | 99.07% | 99.07% |
11.07.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 203'014 CHF | 204'014 CHF | 85.73% | 85.73% |
10.07.2024 | 0.50% | 2.07 CHF | 2.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 199'692 CHF | 200'692 CHF | 95.50% | 95.50% |
09.07.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 196'371 CHF | 197'371 CHF | 99.06% | 99.06% |
08.07.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 224'333 CHF | 225'333 CHF | 99.24% | 99.24% |
05.07.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 228'987 CHF | 229'987 CHF | 99.39% | 99.39% |
04.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 227'909 CHF | 228'909 CHF | 99.39% | 99.39% |
03.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 222'277 CHF | 223'277 CHF | 98.64% | 98.64% |
02.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 211'083 CHF | 212'083 CHF | 99.04% | 99.04% |