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 | 0.69% | 2.71 CHF | 2.72 CHF | 95'000 | 95'000 | 44'090 | 44'090 | 114'770 CHF | 115'440 CHF | 100.00% | 100.00% |
12.07.2024 | 0.65% | 2.48 CHF | 2.49 CHF | 100'000 | 100'000 | 45'191 | 45'191 | 109'081 CHF | 109'670 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 2.46 CHF | 2.47 CHF | 100'000 | 100'000 | 44'424 | 44'424 | 113'365 CHF | 114'037 CHF | 99.98% | 99.98% |
10.07.2024 | 0.64% | 2.44 CHF | 2.45 CHF | 100'000 | 100'000 | 44'714 | 44'714 | 108'578 CHF | 109'158 CHF | 100.00% | 100.00% |
09.07.2024 | 0.68% | 2.40 CHF | 2.41 CHF | 100'000 | 100'000 | 44'731 | 44'731 | 110'348 CHF | 110'984 CHF | 100.00% | 100.00% |
08.07.2024 | 0.73% | 2.44 CHF | 2.45 CHF | 100'000 | 100'000 | 44'388 | 44'388 | 108'082 CHF | 108'752 CHF | 100.00% | 100.00% |
05.07.2024 | 0.72% | 2.34 CHF | 2.35 CHF | 105'000 | 105'000 | 47'597 | 47'597 | 104'675 CHF | 105'297 CHF | 99.63% | 99.63% |
04.07.2024 | 0.72% | 2.13 CHF | 2.14 CHF | 42'000 | 42'000 | 34'021 | 34'021 | 72'522 CHF | 73'005 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 2.17 CHF | 2.18 CHF | 105'000 | 105'000 | 47'164 | 47'164 | 101'359 CHF | 101'973 CHF | 100.00% | 100.00% |
02.07.2024 | 0.73% | 2.19 CHF | 2.20 CHF | 105'000 | 105'000 | 45'841 | 45'841 | 97'961 CHF | 98'568 CHF | 100.00% | 100.00% |