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% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 54'516 | 54'516 | 130'426 CHF | 131'176 CHF | 99.72% | 99.72% |
12.07.2024 | 0.80% | 2.39 CHF | 2.41 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 86'828 CHF | 87'525 CHF | 99.01% | 99.01% |
11.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 170'438 CHF | 171'188 CHF | 98.45% | 98.45% |
10.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 166'152 CHF | 166'902 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'745 CHF | 165'495 CHF | 99.14% | 99.14% |
08.07.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 163'854 CHF | 164'604 CHF | 99.76% | 99.76% |
05.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 166'092 CHF | 166'842 CHF | 98.86% | 98.86% |
04.07.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 160'847 CHF | 161'597 CHF | 100.00% | 100.00% |
03.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 151'505 CHF | 152'255 CHF | 99.82% | 99.82% |
02.07.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'904 CHF | 145'654 CHF | 99.44% | 99.44% |