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 | 0.38% | 2.72 CHF | 2.73 CHF | 110'000 | 110'000 | 49'109 | 49'109 | 133'763 CHF | 134'257 CHF | 99.39% | 99.39% |
12.07.2024 | 0.40% | 2.71 CHF | 2.72 CHF | 110'000 | 110'000 | 49'045 | 49'045 | 128'151 CHF | 128'644 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 110'000 | 110'000 | 46'443 | 46'443 | 128'254 CHF | 128'722 CHF | 100.00% | 100.00% |
10.07.2024 | 0.38% | 2.77 CHF | 2.78 CHF | 110'000 | 110'000 | 48'998 | 48'998 | 132'525 CHF | 133'017 CHF | 99.99% | 99.99% |
09.07.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 110'000 | 110'000 | 48'924 | 48'924 | 131'011 CHF | 131'503 CHF | 99.80% | 99.80% |
08.07.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 110'000 | 110'000 | 48'974 | 48'974 | 129'228 CHF | 129'720 CHF | 99.86% | 99.86% |
05.07.2024 | 0.37% | 2.61 CHF | 2.62 CHF | 110'000 | 110'000 | 46'634 | 46'634 | 128'097 CHF | 128'564 CHF | 99.66% | 99.66% |
04.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 85'889 CHF | 86'189 CHF | 99.00% | 99.00% |
03.07.2024 | 0.38% | 2.78 CHF | 2.79 CHF | 100'000 | 100'000 | 48'798 | 48'798 | 132'024 CHF | 132'514 CHF | 99.84% | 99.84% |
02.07.2024 | 0.40% | 2.63 CHF | 2.64 CHF | 110'000 | 110'000 | 48'599 | 48'599 | 126'099 CHF | 126'587 CHF | 98.24% | 98.24% |