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% | 2.92 CHF | 2.93 CHF | 95'000 | 95'000 | 44'229 | 44'229 | 124'136 CHF | 124'807 CHF | 99.25% | 99.25% |
12.07.2024 | 0.60% | 2.68 CHF | 2.69 CHF | 100'000 | 100'000 | 45'191 | 45'191 | 118'283 CHF | 118'872 CHF | 100.00% | 100.00% |
11.07.2024 | 0.65% | 2.67 CHF | 2.68 CHF | 100'000 | 100'000 | 44'424 | 44'424 | 122'420 CHF | 123'092 CHF | 99.98% | 99.98% |
10.07.2024 | 0.59% | 2.64 CHF | 2.65 CHF | 100'000 | 100'000 | 44'714 | 44'714 | 117'740 CHF | 118'321 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 2.60 CHF | 2.61 CHF | 100'000 | 100'000 | 44'730 | 44'730 | 119'505 CHF | 120'141 CHF | 100.00% | 100.00% |
08.07.2024 | 0.68% | 2.64 CHF | 2.65 CHF | 100'000 | 100'000 | 44'383 | 44'383 | 117'154 CHF | 117'823 CHF | 99.99% | 99.99% |
05.07.2024 | 0.66% | 2.54 CHF | 2.55 CHF | 105'000 | 105'000 | 47'597 | 47'597 | 114'416 CHF | 115'038 CHF | 99.63% | 99.63% |
04.07.2024 | 0.65% | 2.33 CHF | 2.34 CHF | 42'000 | 42'000 | 34'048 | 34'048 | 79'496 CHF | 79'979 CHF | 99.65% | 99.65% |
03.07.2024 | 0.66% | 2.38 CHF | 2.39 CHF | 105'000 | 105'000 | 47'164 | 47'164 | 111'083 CHF | 111'697 CHF | 100.00% | 100.00% |
02.07.2024 | 0.67% | 2.39 CHF | 2.40 CHF | 105'000 | 105'000 | 45'833 | 45'833 | 107'416 CHF | 108'023 CHF | 99.98% | 99.98% |