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 | 0.50% | 2.01 CHF | 2.02 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 250'425 CHF | 251'675 CHF | 100.00% | 100.00% |
12.07.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 239'108 CHF | 240'358 CHF | 98.93% | 98.93% |
11.07.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 229'866 CHF | 231'116 CHF | 99.70% | 99.70% |
10.07.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 216'133 CHF | 217'383 CHF | 99.85% | 99.85% |
09.07.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 226'962 CHF | 228'212 CHF | 100.00% | 100.00% |
08.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 225'156 CHF | 226'406 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 217'562 CHF | 218'812 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 213'985 CHF | 215'235 CHF | 100.00% | 100.00% |
03.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 200'044 CHF | 201'294 CHF | 99.49% | 99.49% |
02.07.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 186'637 CHF | 187'887 CHF | 100.00% | 100.00% |