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 | 0.50% | 2.08 CHF | 2.09 CHF | 220'000 | 220'000 | 98'646 | 98'646 | 201'010 CHF | 201'998 CHF | 99.51% | 99.51% |
12.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 220'000 | 220'000 | 96'532 | 96'532 | 201'436 CHF | 202'403 CHF | 98.05% | 98.05% |
11.07.2024 | 0.43% | 2.23 CHF | 2.24 CHF | 210'000 | 210'000 | 94'062 | 94'062 | 218'197 CHF | 219'140 CHF | 99.13% | 99.13% |
10.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 210'000 | 210'000 | 94'171 | 94'171 | 220'203 CHF | 221'147 CHF | 99.72% | 99.72% |
09.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 210'000 | 210'000 | 93'848 | 93'848 | 220'204 CHF | 221'144 CHF | 99.68% | 99.68% |
08.07.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 210'000 | 210'000 | 93'965 | 93'965 | 223'647 CHF | 224'588 CHF | 99.76% | 99.76% |
05.07.2024 | 0.47% | 2.34 CHF | 2.35 CHF | 210'000 | 210'000 | 96'274 | 96'274 | 212'961 CHF | 213'925 CHF | 99.84% | 99.84% |
04.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 88'000 | 88'000 | 70'449 | 70'449 | 152'069 CHF | 152'773 CHF | 99.92% | 99.92% |
03.07.2024 | 0.53% | 2.14 CHF | 2.15 CHF | 220'000 | 220'000 | 97'677 | 97'677 | 210'421 CHF | 211'407 CHF | 96.29% | 96.29% |
02.07.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 220'000 | 220'000 | 98'358 | 98'358 | 205'600 CHF | 206'586 CHF | 99.90% | 99.90% |