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 | 0.46% | 2.22 CHF | 2.23 CHF | 200'000 | 200'000 | 88'823 | 88'823 | 196'940 CHF | 197'829 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 2.22 CHF | 2.23 CHF | 200'000 | 200'000 | 86'696 | 86'696 | 190'657 CHF | 191'533 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 200'000 | 200'000 | 88'687 | 88'687 | 200'162 CHF | 201'051 CHF | 100.00% | 100.00% |
10.07.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 205'000 | 205'000 | 91'701 | 91'701 | 210'110 CHF | 211'031 CHF | 99.89% | 99.89% |
09.07.2024 | 0.55% | 2.30 CHF | 2.31 CHF | 210'000 | 210'000 | 89'159 | 89'159 | 205'029 CHF | 205'962 CHF | 99.65% | 99.65% |
08.07.2024 | 0.47% | 2.31 CHF | 2.32 CHF | 210'000 | 210'000 | 91'238 | 91'238 | 209'126 CHF | 210'067 CHF | 99.32% | 99.32% |
05.07.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 210'000 | 210'000 | 93'270 | 93'270 | 214'559 CHF | 215'494 CHF | 99.89% | 99.89% |
04.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 82'000 | 82'000 | 66'094 | 66'094 | 151'969 CHF | 152'630 CHF | 99.65% | 99.65% |
03.07.2024 | 0.50% | 2.32 CHF | 2.33 CHF | 210'000 | 210'000 | 87'262 | 87'262 | 202'077 CHF | 203'015 CHF | 100.00% | 100.00% |
02.07.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 210'000 | 210'000 | 93'646 | 93'646 | 219'365 CHF | 220'310 CHF | 100.00% | 100.00% |