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% | 2.91 CHF | 2.92 CHF | 95'000 | 95'000 | 44'091 | 44'091 | 123'604 CHF | 124'274 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 2.68 CHF | 2.69 CHF | 100'000 | 100'000 | 45'191 | 45'191 | 118'141 CHF | 118'730 CHF | 100.00% | 100.00% |
11.07.2024 | 0.65% | 2.66 CHF | 2.67 CHF | 100'000 | 100'000 | 44'421 | 44'421 | 122'187 CHF | 122'859 CHF | 99.98% | 99.98% |
10.07.2024 | 0.59% | 2.64 CHF | 2.65 CHF | 100'000 | 100'000 | 44'714 | 44'714 | 117'491 CHF | 118'072 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 2.60 CHF | 2.61 CHF | 100'000 | 100'000 | 44'730 | 44'730 | 119'341 CHF | 119'977 CHF | 100.00% | 100.00% |
08.07.2024 | 0.68% | 2.64 CHF | 2.65 CHF | 100'000 | 100'000 | 44'388 | 44'388 | 116'917 CHF | 117'586 CHF | 100.00% | 100.00% |
05.07.2024 | 0.66% | 2.54 CHF | 2.55 CHF | 105'000 | 105'000 | 47'597 | 47'597 | 114'167 CHF | 114'788 CHF | 99.63% | 99.63% |
04.07.2024 | 0.65% | 2.33 CHF | 2.34 CHF | 42'000 | 42'000 | 34'021 | 34'021 | 79'324 CHF | 79'808 CHF | 100.00% | 100.00% |
03.07.2024 | 0.66% | 2.37 CHF | 2.38 CHF | 105'000 | 105'000 | 47'164 | 47'164 | 110'901 CHF | 111'514 CHF | 100.00% | 100.00% |
02.07.2024 | 0.67% | 2.39 CHF | 2.40 CHF | 105'000 | 105'000 | 45'842 | 45'842 | 107'162 CHF | 107'769 CHF | 100.00% | 100.00% |