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% | 2.61 CHF | 2.62 CHF | 75'000 | 75'000 | 54'513 | 54'513 | 143'503 CHF | 144'253 CHF | 99.73% | 99.73% |
12.07.2024 | 0.72% | 2.63 CHF | 2.65 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 95'828 CHF | 96'525 CHF | 99.01% | 99.01% |
11.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 188'333 CHF | 189'083 CHF | 98.80% | 98.80% |
10.07.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 184'094 CHF | 184'844 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 182'745 CHF | 183'495 CHF | 99.14% | 99.14% |
08.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'756 CHF | 182'506 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 184'030 CHF | 184'780 CHF | 98.84% | 98.84% |
04.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 178'742 CHF | 179'492 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'453 CHF | 170'203 CHF | 99.82% | 99.82% |
02.07.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'723 CHF | 163'473 CHF | 100.00% | 100.00% |