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 | 0.64% | 2.35 CHF | 2.36 CHF | 75'000 | 75'000 | 54'515 | 54'515 | 129'452 CHF | 130'193 CHF | 99.72% | 99.72% |
12.07.2024 | 0.87% | 2.37 CHF | 2.39 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 86'179 CHF | 86'929 CHF | 99.01% | 99.01% |
11.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'116 CHF | 169'866 CHF | 99.08% | 99.08% |
10.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'857 CHF | 165'607 CHF | 100.00% | 100.00% |
09.07.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 163'454 CHF | 164'204 CHF | 96.65% | 96.65% |
08.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'524 CHF | 163'274 CHF | 99.98% | 99.98% |
05.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'785 CHF | 165'535 CHF | 98.86% | 98.86% |
04.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'495 CHF | 160'245 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 150'198 CHF | 150'948 CHF | 99.82% | 99.82% |
02.07.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 143'587 CHF | 144'337 CHF | 100.00% | 100.00% |