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 | 0.60% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 54'514 | 54'514 | 139'927 CHF | 140'677 CHF | 99.73% | 99.73% |
12.07.2024 | 0.77% | 2.56 CHF | 2.58 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 93'386 CHF | 94'112 CHF | 99.01% | 99.01% |
11.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'540 CHF | 184'290 CHF | 99.08% | 99.08% |
10.07.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 179'293 CHF | 180'043 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'905 CHF | 178'655 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'970 CHF | 177'720 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 179'220 CHF | 179'970 CHF | 98.49% | 98.49% |
04.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'960 CHF | 174'710 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'627 CHF | 165'377 CHF | 99.82% | 99.82% |
02.07.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 158'005 CHF | 158'755 CHF | 100.00% | 100.00% |