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 | 0.40% | 2.71 CHF | 2.72 CHF | 250'000 | 250'000 | 87'950 | 87'950 | 230'387 CHF | 231'271 CHF | 99.95% | 99.95% |
12.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 260'000 | 260'000 | 89'963 | 89'963 | 234'186 CHF | 235'087 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 250'000 | 250'000 | 86'484 | 86'484 | 236'835 CHF | 237'703 CHF | 100.00% | 100.00% |
10.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 250'000 | 250'000 | 84'774 | 84'774 | 243'717 CHF | 244'565 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 2.98 CHF | 2.99 CHF | 240'000 | 240'000 | 83'073 | 83'073 | 244'268 CHF | 245'100 CHF | 99.99% | 99.99% |
08.07.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 240'000 | 240'000 | 83'422 | 83'422 | 243'014 CHF | 243'849 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 2.98 CHF | 2.99 CHF | 240'000 | 240'000 | 82'889 | 82'889 | 241'384 CHF | 242'214 CHF | 99.81% | 99.81% |
04.07.2024 | 0.50% | 2.88 CHF | 2.91 CHF | 24'000 | 24'000 | 36'688 | 36'688 | 105'338 CHF | 105'808 CHF | 99.49% | 99.49% |
03.07.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 240'000 | 240'000 | 84'401 | 84'401 | 241'680 CHF | 242'525 CHF | 99.81% | 99.81% |
02.07.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 240'000 | 240'000 | 86'453 | 86'453 | 243'384 CHF | 244'249 CHF | 100.00% | 100.00% |