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 | 0.47% | 2.16 CHF | 2.17 CHF | 200'000 | 200'000 | 88'822 | 88'822 | 191'072 CHF | 191'962 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 2.15 CHF | 2.16 CHF | 200'000 | 200'000 | 86'695 | 86'695 | 184'996 CHF | 185'873 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 200'000 | 200'000 | 88'686 | 88'686 | 194'411 CHF | 195'300 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 205'000 | 205'000 | 91'701 | 91'701 | 204'297 CHF | 205'218 CHF | 99.89% | 99.89% |
09.07.2024 | 0.56% | 2.24 CHF | 2.25 CHF | 210'000 | 210'000 | 89'106 | 89'106 | 199'301 CHF | 200'233 CHF | 99.74% | 99.74% |
08.07.2024 | 0.49% | 2.24 CHF | 2.25 CHF | 210'000 | 210'000 | 91'251 | 91'251 | 203'234 CHF | 204'176 CHF | 99.28% | 99.28% |
05.07.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 210'000 | 210'000 | 93'270 | 93'270 | 208'464 CHF | 209'399 CHF | 99.89% | 99.89% |
04.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 82'000 | 82'000 | 66'099 | 66'099 | 147'654 CHF | 148'315 CHF | 99.61% | 99.61% |
03.07.2024 | 0.51% | 2.25 CHF | 2.26 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 196'481 CHF | 197'420 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 2.28 CHF | 2.29 CHF | 210'000 | 210'000 | 93'645 | 93'645 | 213'257 CHF | 214'201 CHF | 100.00% | 100.00% |