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 | 0.58% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 54'514 | 54'514 | 135'394 CHF | 136'108 CHF | 99.72% | 99.72% |
12.07.2024 | 0.79% | 2.48 CHF | 2.50 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 90'304 CHF | 91'017 CHF | 99.01% | 99.01% |
11.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'278 CHF | 178'028 CHF | 98.90% | 98.90% |
10.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'030 CHF | 173'780 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 171'704 CHF | 172'454 CHF | 96.65% | 96.65% |
08.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 170'647 CHF | 171'397 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'961 CHF | 173'711 CHF | 98.86% | 98.86% |
04.07.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 167'698 CHF | 168'448 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 158'376 CHF | 159'126 CHF | 99.76% | 99.76% |
02.07.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 151'837 CHF | 152'587 CHF | 100.00% | 100.00% |