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 | 0.49% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 203'595 CHF | 204'595 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 199'079 CHF | 200'079 CHF | 98.99% | 98.99% |
11.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 199'662 CHF | 200'662 CHF | 99.94% | 99.94% |
10.07.2024 | 0.48% | 1.99 CHF | 2.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 207'803 CHF | 208'803 CHF | 99.85% | 99.85% |
09.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 213'245 CHF | 214'245 CHF | 100.00% | 100.00% |
08.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 210'783 CHF | 211'783 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 214'041 CHF | 215'041 CHF | 99.27% | 99.27% |
04.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 218'225 CHF | 219'225 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 218'716 CHF | 219'716 CHF | 99.51% | 99.51% |
02.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 218'033 CHF | 219'033 CHF | 99.97% | 99.97% |