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 | 0.46% | 2.23 CHF | 2.24 CHF | 110'000 | 110'000 | 49'110 | 49'110 | 109'827 CHF | 110'320 CHF | 99.39% | 99.39% |
12.07.2024 | 0.49% | 2.22 CHF | 2.23 CHF | 110'000 | 110'000 | 49'045 | 49'045 | 104'388 CHF | 104'881 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 110'000 | 110'000 | 48'802 | 48'802 | 111'061 CHF | 111'553 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 2.28 CHF | 2.29 CHF | 110'000 | 110'000 | 48'998 | 48'998 | 108'639 CHF | 109'131 CHF | 99.99% | 99.99% |
09.07.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 110'000 | 110'000 | 48'926 | 48'926 | 107'245 CHF | 107'737 CHF | 99.80% | 99.80% |
08.07.2024 | 0.48% | 2.17 CHF | 2.18 CHF | 110'000 | 110'000 | 48'971 | 48'971 | 105'592 CHF | 106'084 CHF | 99.86% | 99.86% |
05.07.2024 | 0.44% | 2.13 CHF | 2.14 CHF | 110'000 | 110'000 | 49'084 | 49'084 | 111'088 CHF | 111'581 CHF | 99.65% | 99.65% |
04.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 40'000 | 40'000 | 34'633 | 34'633 | 82'121 CHF | 82'467 CHF | 98.99% | 98.99% |
03.07.2024 | 0.47% | 2.29 CHF | 2.30 CHF | 110'000 | 110'000 | 49'006 | 49'006 | 108'678 CHF | 109'170 CHF | 99.96% | 99.96% |
02.07.2024 | 0.49% | 2.14 CHF | 2.15 CHF | 110'000 | 110'000 | 48'622 | 48'622 | 102'753 CHF | 103'242 CHF | 98.35% | 98.35% |