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 | 0.51% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 193'934 CHF | 194'934 CHF | 99.68% | 99.68% |
12.07.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 194'503 CHF | 195'503 CHF | 98.32% | 98.32% |
11.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 199'413 CHF | 200'413 CHF | 97.69% | 97.69% |
10.07.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 203'048 CHF | 204'048 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 200'952 CHF | 201'952 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 202'745 CHF | 203'745 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 203'083 CHF | 204'083 CHF | 99.62% | 99.62% |
04.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 202'571 CHF | 203'571 CHF | 98.75% | 98.75% |
03.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 205'505 CHF | 206'505 CHF | 99.60% | 99.60% |
02.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 209'951 CHF | 210'951 CHF | 99.96% | 99.96% |