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 | 0.66% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 54'516 | 54'516 | 124'292 CHF | 125'028 CHF | 99.71% | 99.71% |
12.07.2024 | 0.83% | 2.28 CHF | 2.30 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 82'650 CHF | 83'337 CHF | 99.01% | 99.01% |
11.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 161'989 CHF | 162'739 CHF | 99.08% | 99.08% |
10.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'731 CHF | 158'481 CHF | 100.00% | 100.00% |
09.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 156'410 CHF | 157'160 CHF | 99.99% | 99.99% |
08.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 155'408 CHF | 156'158 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'653 CHF | 158'403 CHF | 98.86% | 98.86% |
04.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 152'388 CHF | 153'138 CHF | 100.00% | 100.00% |
03.07.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 143'093 CHF | 143'843 CHF | 99.82% | 99.82% |
02.07.2024 | 0.55% | 1.89 CHF | 1.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'473 CHF | 137'223 CHF | 100.00% | 100.00% |