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% | 2.08 CHF | 2.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 204'391 CHF | 205'391 CHF | 99.05% | 99.05% |
12.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 200'611 CHF | 201'611 CHF | 98.83% | 98.83% |
11.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 206'739 CHF | 207'739 CHF | 98.42% | 98.42% |
10.07.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 208'818 CHF | 209'818 CHF | 95.13% | 95.13% |
09.07.2024 | 0.46% | 2.08 CHF | 2.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 216'670 CHF | 217'670 CHF | 98.70% | 98.70% |
08.07.2024 | 0.46% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 217'233 CHF | 218'233 CHF | 98.58% | 98.58% |
05.07.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 214'127 CHF | 215'127 CHF | 99.18% | 99.18% |
04.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 214'651 CHF | 215'651 CHF | 99.18% | 99.18% |
03.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 212'915 CHF | 213'915 CHF | 98.46% | 98.46% |
02.07.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 205'420 CHF | 206'420 CHF | 98.85% | 98.85% |