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 | 0.68% | 2.75 CHF | 2.76 CHF | 95'000 | 95'000 | 44'085 | 44'085 | 116'593 CHF | 117'263 CHF | 99.99% | 99.99% |
12.07.2024 | 0.64% | 2.52 CHF | 2.53 CHF | 100'000 | 100'000 | 45'192 | 45'192 | 111'219 CHF | 111'808 CHF | 100.00% | 100.00% |
11.07.2024 | 0.69% | 2.51 CHF | 2.52 CHF | 100'000 | 100'000 | 44'416 | 44'416 | 115'195 CHF | 115'866 CHF | 99.97% | 99.97% |
10.07.2024 | 0.63% | 2.48 CHF | 2.49 CHF | 100'000 | 100'000 | 44'714 | 44'714 | 110'613 CHF | 111'193 CHF | 100.00% | 100.00% |
09.07.2024 | 0.67% | 2.45 CHF | 2.46 CHF | 100'000 | 100'000 | 44'730 | 44'730 | 112'410 CHF | 113'045 CHF | 100.00% | 100.00% |
08.07.2024 | 0.72% | 2.49 CHF | 2.50 CHF | 100'000 | 100'000 | 44'388 | 44'388 | 110'106 CHF | 110'775 CHF | 100.00% | 100.00% |
05.07.2024 | 0.71% | 2.39 CHF | 2.40 CHF | 105'000 | 105'000 | 47'596 | 47'596 | 107'156 CHF | 107'778 CHF | 99.63% | 99.63% |
04.07.2024 | 0.70% | 2.18 CHF | 2.19 CHF | 42'000 | 42'000 | 34'021 | 34'021 | 74'315 CHF | 74'799 CHF | 100.00% | 100.00% |
03.07.2024 | 0.70% | 2.22 CHF | 2.23 CHF | 105'000 | 105'000 | 47'164 | 47'164 | 104'000 CHF | 104'613 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 2.24 CHF | 2.25 CHF | 105'000 | 105'000 | 45'844 | 45'844 | 100'459 CHF | 101'066 CHF | 99.99% | 99.99% |