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 | 0.54% | 2.00 CHF | 2.01 CHF | 130'000 | 130'000 | 76'285 | 76'285 | 146'959 CHF | 147'725 CHF | 98.64% | 98.64% |
12.07.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 140'000 | 140'000 | 77'825 | 77'825 | 149'945 CHF | 150'726 CHF | 98.79% | 98.79% |
11.07.2024 | 0.48% | 1.97 CHF | 1.98 CHF | 130'000 | 130'000 | 70'781 | 70'781 | 148'593 CHF | 149'303 CHF | 98.52% | 98.52% |
10.07.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 130'000 | 130'000 | 70'911 | 70'911 | 149'079 CHF | 149'791 CHF | 99.60% | 99.60% |
09.07.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 130'000 | 130'000 | 70'693 | 70'693 | 148'202 CHF | 148'913 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 130'000 | 130'000 | 71'254 | 71'254 | 148'272 CHF | 148'988 CHF | 99.05% | 99.05% |
05.07.2024 | 0.52% | 2.11 CHF | 2.12 CHF | 130'000 | 130'000 | 75'736 | 75'736 | 151'740 CHF | 152'500 CHF | 96.90% | 96.90% |
04.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 70'000 | 70'000 | 64'706 | 64'706 | 126'088 CHF | 126'735 CHF | 99.51% | 99.51% |
03.07.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 130'000 | 130'000 | 77'981 | 77'981 | 149'332 CHF | 150'115 CHF | 100.00% | 100.00% |
02.07.2024 | 0.57% | 1.86 CHF | 1.87 CHF | 140'000 | 140'000 | 78'544 | 78'544 | 143'135 CHF | 143'924 CHF | 100.00% | 100.00% |