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 | 0.40% | 2.55 CHF | 2.56 CHF | 110'000 | 110'000 | 49'108 | 49'108 | 125'633 CHF | 126'126 CHF | 99.37% | 99.37% |
12.07.2024 | 0.43% | 2.54 CHF | 2.55 CHF | 110'000 | 110'000 | 49'040 | 49'040 | 120'041 CHF | 120'534 CHF | 99.99% | 99.99% |
11.07.2024 | 0.39% | 2.48 CHF | 2.49 CHF | 110'000 | 110'000 | 48'792 | 48'792 | 126'810 CHF | 127'302 CHF | 99.99% | 99.99% |
10.07.2024 | 0.41% | 2.60 CHF | 2.61 CHF | 110'000 | 110'000 | 49'005 | 49'005 | 124'452 CHF | 124'944 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.51 CHF | 2.52 CHF | 110'000 | 110'000 | 48'926 | 48'926 | 122'943 CHF | 123'435 CHF | 99.80% | 99.80% |
08.07.2024 | 0.42% | 2.49 CHF | 2.50 CHF | 110'000 | 110'000 | 48'972 | 48'972 | 121'192 CHF | 121'684 CHF | 99.86% | 99.86% |
05.07.2024 | 0.39% | 2.45 CHF | 2.46 CHF | 110'000 | 110'000 | 49'083 | 49'083 | 126'910 CHF | 127'403 CHF | 99.65% | 99.65% |
04.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 40'000 | 40'000 | 34'633 | 34'633 | 93'345 CHF | 93'691 CHF | 98.99% | 98.99% |
03.07.2024 | 0.42% | 2.61 CHF | 2.62 CHF | 110'000 | 110'000 | 46'809 | 46'809 | 118'902 CHF | 119'374 CHF | 99.98% | 99.98% |
02.07.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 110'000 | 110'000 | 48'497 | 48'497 | 117'920 CHF | 118'407 CHF | 98.16% | 98.16% |