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% | 2.20 CHF | 2.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 212'812 CHF | 213'812 CHF | 99.68% | 99.68% |
12.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 213'339 CHF | 214'339 CHF | 98.32% | 98.32% |
11.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 218'338 CHF | 219'338 CHF | 99.16% | 99.16% |
10.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 221'910 CHF | 222'910 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 219'813 CHF | 220'813 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 221'694 CHF | 222'694 CHF | 99.38% | 99.38% |
05.07.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 221'949 CHF | 222'949 CHF | 99.62% | 99.62% |
04.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 221'488 CHF | 222'488 CHF | 98.75% | 98.75% |
03.07.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 224'418 CHF | 225'418 CHF | 99.71% | 99.71% |
02.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 228'792 CHF | 229'792 CHF | 99.97% | 99.97% |