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 | 0.80% | 2.50 CHF | 2.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 499'412 CHF | 503'412 CHF | 99.06% | 99.06% |
12.07.2024 | 0.80% | 2.48 CHF | 2.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 496'530 CHF | 500'530 CHF | 74.82% | 74.82% |
11.07.2024 | 0.81% | 2.43 CHF | 2.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 493'011 CHF | 497'011 CHF | 69.41% | 69.41% |
10.07.2024 | 0.81% | 2.47 CHF | 2.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 491'750 CHF | 495'750 CHF | 94.90% | 94.90% |
09.07.2024 | 0.82% | 2.48 CHF | 2.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 483'935 CHF | 487'935 CHF | 99.45% | 99.45% |
08.07.2024 | 0.82% | 2.40 CHF | 2.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 483'305 CHF | 487'305 CHF | 99.81% | 99.81% |
05.07.2024 | 0.83% | 2.39 CHF | 2.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 477'753 CHF | 481'753 CHF | 99.67% | 99.67% |
04.07.2024 | 0.83% | 2.41 CHF | 2.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 481'497 CHF | 485'497 CHF | 99.81% | 99.81% |
03.07.2024 | 0.83% | 2.36 CHF | 2.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 477'761 CHF | 481'761 CHF | 99.10% | 99.10% |
02.07.2024 | 0.81% | 2.42 CHF | 2.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 493'829 CHF | 497'829 CHF | 99.81% | 99.81% |