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 | 0.45% | 2.34 CHF | 2.35 CHF | 160'000 | 160'000 | 90'764 | 90'764 | 207'382 CHF | 208'293 CHF | 98.87% | 98.87% |
12.07.2024 | 0.50% | 2.18 CHF | 2.19 CHF | 160'000 | 160'000 | 94'291 | 94'291 | 194'573 CHF | 195'520 CHF | 99.99% | 99.99% |
11.07.2024 | 0.48% | 1.97 CHF | 1.98 CHF | 160'000 | 160'000 | 90'151 | 90'151 | 194'383 CHF | 195'292 CHF | 99.99% | 99.99% |
10.07.2024 | 0.50% | 2.13 CHF | 2.14 CHF | 160'000 | 160'000 | 90'495 | 90'495 | 189'698 CHF | 190'607 CHF | 99.90% | 99.90% |
09.07.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 160'000 | 160'000 | 90'759 | 90'759 | 182'970 CHF | 183'883 CHF | 99.43% | 99.43% |
08.07.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 170'000 | 170'000 | 94'875 | 94'875 | 185'253 CHF | 186'208 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.88 CHF | 1.89 CHF | 170'000 | 170'000 | 95'326 | 95'326 | 171'579 CHF | 172'536 CHF | 99.35% | 99.35% |
04.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 90'000 | 90'000 | 79'312 | 79'312 | 138'724 CHF | 139'518 CHF | 99.49% | 99.49% |
03.07.2024 | 0.61% | 1.73 CHF | 1.74 CHF | 180'000 | 180'000 | 96'596 | 96'596 | 164'628 CHF | 165'598 CHF | 99.31% | 99.31% |
02.07.2024 | 0.65% | 1.72 CHF | 1.73 CHF | 180'000 | 180'000 | 102'509 | 102'509 | 163'696 CHF | 164'725 CHF | 100.00% | 100.00% |