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 | 0.54% | 1.97 CHF | 1.98 CHF | 135'100 | 13'510 | 60'893 | 6'089 | 115'400 CHF | 11'601 CHF | 99.99% | 99.99% |
12.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 123'800 | 12'380 | 55'034 | 5'503 | 109'054 CHF | 10'961 CHF | 99.90% | 99.90% |
11.07.2024 | 0.41% | 2.26 CHF | 2.27 CHF | 102'900 | 10'290 | 46'198 | 4'620 | 112'630 CHF | 11'309 CHF | 99.99% | 99.99% |
10.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 105'600 | 10'560 | 47'283 | 4'728 | 116'770 CHF | 11'724 CHF | 99.99% | 99.99% |
09.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 105'900 | 10'590 | 47'436 | 4'744 | 118'001 CHF | 11'848 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 2.45 CHF | 2.46 CHF | 99'400 | 9'940 | 44'509 | 4'451 | 114'251 CHF | 11'470 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 2.51 CHF | 2.52 CHF | 115'800 | 11'580 | 53'252 | 5'325 | 120'717 CHF | 12'125 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 48'600 | 4'860 | 38'925 | 3'892 | 84'280 CHF | 8'467 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 2.14 CHF | 2.15 CHF | 121'600 | 12'160 | 54'243 | 5'424 | 116'911 CHF | 11'746 CHF | 96.93% | 96.93% |
02.07.2024 | 0.50% | 2.07 CHF | 2.08 CHF | 125'000 | 12'500 | 55'966 | 5'597 | 114'172 CHF | 11'473 CHF | 99.98% | 99.98% |