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 | 0.43% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 174'416 CHF | 175'166 CHF | 99.39% | 99.39% |
12.07.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 166'789 CHF | 167'539 CHF | 99.07% | 99.07% |
11.07.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 156'824 CHF | 157'574 CHF | 98.47% | 98.47% |
10.07.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 150'352 CHF | 151'102 CHF | 95.48% | 95.48% |
09.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 147'808 CHF | 148'558 CHF | 99.05% | 99.05% |
08.07.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 152'503 CHF | 153'253 CHF | 99.22% | 99.22% |
05.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 154'077 CHF | 154'827 CHF | 99.39% | 99.39% |
04.07.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 147'693 CHF | 148'443 CHF | 99.39% | 99.39% |
03.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 148'104 CHF | 148'854 CHF | 98.63% | 98.63% |
02.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'143 CHF | 141'893 CHF | 99.06% | 99.06% |