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 | 0.44% | 2.28 CHF | 2.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 452'984 CHF | 454'984 CHF | 99.53% | 99.53% |
12.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 454'812 CHF | 456'812 CHF | 90.65% | 90.65% |
11.07.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 439'993 CHF | 441'993 CHF | 99.35% | 99.35% |
10.07.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 434'015 CHF | 436'015 CHF | 99.52% | 99.52% |
09.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 428'657 CHF | 430'657 CHF | 93.98% | 93.98% |
08.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 475'131 CHF | 477'131 CHF | 99.57% | 99.57% |
05.07.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 482'949 CHF | 484'949 CHF | 98.50% | 98.50% |
04.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 480'973 CHF | 482'973 CHF | 98.68% | 98.68% |
03.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 471'595 CHF | 473'595 CHF | 99.48% | 99.48% |
02.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 452'692 CHF | 454'692 CHF | 99.51% | 99.51% |