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 | 0.55% | 1.90 CHF | 1.91 CHF | 220'000 | 220'000 | 99'108 | 99'108 | 183'632 CHF | 184'625 CHF | 99.90% | 99.90% |
12.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 220'000 | 220'000 | 97'438 | 97'438 | 185'274 CHF | 186'250 CHF | 99.54% | 99.54% |
11.07.2024 | 0.47% | 2.05 CHF | 2.06 CHF | 210'000 | 210'000 | 94'342 | 94'342 | 201'413 CHF | 202'358 CHF | 99.94% | 99.94% |
10.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 210'000 | 210'000 | 94'199 | 94'199 | 202'856 CHF | 203'800 CHF | 99.99% | 99.99% |
09.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 210'000 | 210'000 | 94'211 | 94'211 | 203'726 CHF | 204'670 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 210'000 | 210'000 | 94'110 | 94'110 | 206'702 CHF | 207'645 CHF | 99.89% | 99.89% |
05.07.2024 | 0.51% | 2.16 CHF | 2.17 CHF | 210'000 | 210'000 | 96'422 | 96'422 | 195'449 CHF | 196'415 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 88'000 | 88'000 | 70'462 | 70'462 | 138'987 CHF | 139'692 CHF | 100.00% | 100.00% |
03.07.2024 | 0.59% | 1.96 CHF | 1.97 CHF | 220'000 | 220'000 | 98'036 | 98'036 | 193'003 CHF | 193'993 CHF | 96.88% | 96.88% |
02.07.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 220'000 | 220'000 | 98'476 | 98'476 | 187'602 CHF | 188'588 CHF | 100.00% | 100.00% |