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% | 1.99 CHF | 2.00 CHF | 200'000 | 200'000 | 198'134 | 195'821 | 394'811 CHF | 392'158 CHF | 99.82% | 99.96% |
12.07.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 200'000 | 200'000 | 198'675 | 197'624 | 403'598 CHF | 403'461 CHF | 98.83% | 99.95% |
11.07.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 200'000 | 200'000 | 198'569 | 197'995 | 420'193 CHF | 420'963 CHF | 95.19% | 96.52% |
10.07.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 200'000 | 200'000 | 198'146 | 196'332 | 426'845 CHF | 424'893 CHF | 99.50% | 99.93% |
09.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 200'000 | 200'000 | 198'576 | 197'168 | 424'130 CHF | 423'093 CHF | 98.79% | 99.92% |
08.07.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 200'000 | 200'000 | 198'143 | 196'382 | 420'419 CHF | 418'653 CHF | 99.47% | 99.93% |
05.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 200'000 | 200'000 | 198'851 | 198'033 | 422'822 CHF | 423'063 CHF | 98.59% | 99.88% |
04.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 200'000 | 200'000 | 198'137 | 196'925 | 424'988 CHF | 424'364 CHF | 99.17% | 99.91% |
03.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 200'000 | 200'000 | 197'908 | 195'455 | 430'946 CHF | 427'566 CHF | 88.19% | 99.80% |
02.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 200'000 | 200'000 | 198'140 | 196'676 | 429'834 CHF | 428'627 CHF | 99.24% | 99.90% |