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 | 0.42% | 2.42 CHF | 2.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 235'427 CHF | 236'427 CHF | 99.68% | 99.68% |
12.07.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 235'952 CHF | 236'952 CHF | 98.31% | 98.31% |
11.07.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 241'050 CHF | 242'050 CHF | 94.78% | 94.78% |
10.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 244'548 CHF | 245'548 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 242'463 CHF | 243'463 CHF | 100.00% | 100.00% |
08.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 244'374 CHF | 245'374 CHF | 99.38% | 99.38% |
05.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 244'596 CHF | 245'596 CHF | 99.62% | 99.62% |
04.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 244'085 CHF | 245'085 CHF | 98.75% | 98.75% |
03.07.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 247'064 CHF | 248'064 CHF | 99.71% | 99.71% |
02.07.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 251'422 CHF | 252'422 CHF | 100.00% | 100.00% |