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 | 0.73% | 2.06 CHF | 2.07 CHF | 75'000 | 75'000 | 54'514 | 54'514 | 113'657 CHF | 114'407 CHF | 99.72% | 99.72% |
12.07.2024 | 0.99% | 2.08 CHF | 2.10 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 75'362 CHF | 76'112 CHF | 99.01% | 99.01% |
11.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 147'452 CHF | 148'202 CHF | 99.07% | 99.07% |
10.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 143'229 CHF | 143'979 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'818 CHF | 142'568 CHF | 99.62% | 99.62% |
08.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 140'863 CHF | 141'613 CHF | 100.00% | 100.00% |
05.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 143'167 CHF | 143'917 CHF | 98.86% | 98.86% |
04.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 137'882 CHF | 138'632 CHF | 100.00% | 100.00% |
03.07.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'554 CHF | 129'304 CHF | 99.82% | 99.82% |
02.07.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'955 CHF | 122'705 CHF | 98.76% | 98.76% |