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 | 0.49% | 2.03 CHF | 2.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 204'615 CHF | 205'615 CHF | 99.45% | 99.45% |
12.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 202'708 CHF | 203'708 CHF | 98.94% | 98.94% |
11.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 198'895 CHF | 199'895 CHF | 98.23% | 98.23% |
10.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 190'658 CHF | 191'658 CHF | 99.64% | 99.64% |
09.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100'000 | 100'000 | 99'641 | 99'641 | 185'336 CHF | 186'336 CHF | 99.10% | 99.10% |
08.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 99'830 | 99'830 | 191'298 CHF | 192'298 CHF | 98.98% | 98.98% |
05.07.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 190'616 CHF | 191'616 CHF | 98.48% | 98.48% |
04.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 193'476 CHF | 194'476 CHF | 99.57% | 99.57% |
03.07.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 188'120 CHF | 189'120 CHF | 98.98% | 98.98% |
02.07.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 178'811 CHF | 179'811 CHF | 98.65% | 98.65% |