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 | 0.43% | 2.39 CHF | 2.40 CHF | 110'000 | 110'000 | 49'109 | 49'109 | 117'652 CHF | 118'146 CHF | 99.40% | 99.40% |
12.07.2024 | 0.46% | 2.38 CHF | 2.39 CHF | 110'000 | 110'000 | 49'042 | 49'042 | 112'118 CHF | 112'611 CHF | 100.00% | 100.00% |
11.07.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 110'000 | 110'000 | 48'797 | 48'797 | 118'840 CHF | 119'332 CHF | 99.99% | 99.99% |
10.07.2024 | 0.44% | 2.44 CHF | 2.45 CHF | 110'000 | 110'000 | 48'998 | 48'998 | 116'439 CHF | 116'931 CHF | 99.99% | 99.99% |
09.07.2024 | 0.45% | 2.35 CHF | 2.36 CHF | 110'000 | 110'000 | 48'926 | 48'926 | 115'005 CHF | 115'497 CHF | 99.80% | 99.80% |
08.07.2024 | 0.45% | 2.33 CHF | 2.34 CHF | 110'000 | 110'000 | 48'973 | 48'973 | 113'301 CHF | 113'794 CHF | 99.86% | 99.86% |
05.07.2024 | 0.42% | 2.29 CHF | 2.30 CHF | 110'000 | 110'000 | 49'080 | 49'080 | 118'905 CHF | 119'397 CHF | 99.66% | 99.66% |
04.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 40'000 | 40'000 | 34'633 | 34'633 | 87'684 CHF | 88'030 CHF | 99.00% | 99.00% |
03.07.2024 | 0.43% | 2.45 CHF | 2.46 CHF | 110'000 | 110'000 | 48'986 | 48'986 | 116'435 CHF | 116'927 CHF | 99.91% | 99.91% |
02.07.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 110'000 | 110'000 | 48'578 | 48'578 | 110'307 CHF | 110'795 CHF | 98.45% | 98.45% |