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 | 0.50% | 2.00 CHF | 2.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 395'860 CHF | 397'860 CHF | 99.51% | 99.51% |
12.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 397'750 CHF | 399'750 CHF | 90.65% | 90.65% |
11.07.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 383'031 CHF | 385'031 CHF | 99.43% | 99.43% |
10.07.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 377'160 CHF | 379'160 CHF | 99.52% | 99.52% |
09.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 371'835 CHF | 373'835 CHF | 93.91% | 93.91% |
08.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 418'361 CHF | 420'361 CHF | 99.58% | 99.58% |
05.07.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 426'112 CHF | 428'112 CHF | 98.48% | 98.48% |
04.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 424'154 CHF | 426'154 CHF | 98.68% | 98.68% |
03.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 414'800 CHF | 416'800 CHF | 99.47% | 99.47% |
02.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 396'068 CHF | 398'068 CHF | 99.54% | 99.54% |