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 | 0.48% | 2.11 CHF | 2.12 CHF | 120'000 | 120'000 | 118'687 | 118'687 | 254'065 CHF | 255'254 CHF | 97.01% | 97.01% |
12.07.2024 | 0.50% | 2.26 CHF | 2.27 CHF | 120'000 | 120'000 | 118'723 | 118'723 | 243'923 CHF | 245'112 CHF | 99.90% | 99.90% |
11.07.2024 | 0.54% | 1.97 CHF | 1.98 CHF | 120'000 | 120'000 | 118'751 | 118'751 | 225'616 CHF | 226'805 CHF | 96.64% | 96.64% |
10.07.2024 | 0.57% | 1.87 CHF | 1.88 CHF | 120'000 | 120'000 | 126'742 | 126'742 | 226'786 CHF | 228'055 CHF | 99.45% | 99.45% |
09.07.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 130'000 | 130'000 | 119'123 | 119'123 | 213'100 CHF | 214'296 CHF | 99.56% | 99.56% |
08.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 120'000 | 120'000 | 118'570 | 118'570 | 229'219 CHF | 230'408 CHF | 99.05% | 99.05% |
05.07.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 120'000 | 120'000 | 118'699 | 118'699 | 237'049 CHF | 238'238 CHF | 97.92% | 97.92% |
04.07.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 120'000 | 120'000 | 118'779 | 118'779 | 226'128 CHF | 227'317 CHF | 98.85% | 98.85% |
03.07.2024 | 0.55% | 1.90 CHF | 1.91 CHF | 120'000 | 120'000 | 122'444 | 122'444 | 226'572 CHF | 227'797 CHF | 99.08% | 99.08% |
02.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 130'000 | 130'000 | 128'636 | 128'636 | 232'254 CHF | 233'542 CHF | 99.82% | 99.82% |