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 | 238'723 CHF | 239'723 CHF | 99.05% | 99.05% |
12.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 235'001 CHF | 236'001 CHF | 98.82% | 98.82% |
11.07.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 241'172 CHF | 242'172 CHF | 97.86% | 97.86% |
10.07.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 243'319 CHF | 244'319 CHF | 95.13% | 95.13% |
09.07.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 251'148 CHF | 252'148 CHF | 98.70% | 98.70% |
08.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 100'000 | 99'500 | 100'000 | 100'000 | 253'599 CHF | 254'599 CHF | 51.71% | 51.71% |
05.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 248'522 CHF | 249'522 CHF | 99.18% | 99.18% |
04.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 249'148 CHF | 250'148 CHF | 99.17% | 99.17% |
03.07.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 247'448 CHF | 248'448 CHF | 98.46% | 98.46% |
02.07.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 240'116 CHF | 241'116 CHF | 98.86% | 98.86% |