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 | 0.87% | 2.29 CHF | 2.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 457'478 CHF | 461'478 CHF | 98.95% | 98.95% |
12.07.2024 | 0.88% | 2.27 CHF | 2.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 454'595 CHF | 458'595 CHF | 74.83% | 74.83% |
11.07.2024 | 0.88% | 2.26 CHF | 2.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 451'452 CHF | 455'452 CHF | 64.98% | 64.98% |
10.07.2024 | 0.89% | 2.26 CHF | 2.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 449'692 CHF | 453'692 CHF | 94.90% | 94.90% |
09.07.2024 | 0.90% | 2.27 CHF | 2.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 441'848 CHF | 445'848 CHF | 99.44% | 99.44% |
08.07.2024 | 0.90% | 2.19 CHF | 2.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 441'325 CHF | 445'325 CHF | 99.81% | 99.81% |
05.07.2024 | 0.91% | 2.18 CHF | 2.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 435'638 CHF | 439'638 CHF | 99.62% | 99.62% |
04.07.2024 | 0.91% | 2.20 CHF | 2.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 439'278 CHF | 443'278 CHF | 99.81% | 99.81% |
03.07.2024 | 0.91% | 2.15 CHF | 2.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 435'444 CHF | 439'444 CHF | 99.10% | 99.10% |
02.07.2024 | 0.88% | 2.21 CHF | 2.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 451'511 CHF | 455'511 CHF | 99.81% | 99.81% |