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 | 0.45% | 2.45 CHF | 2.46 CHF | 250'000 | 250'000 | 87'923 | 87'923 | 207'207 CHF | 208'090 CHF | 99.96% | 99.96% |
12.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 260'000 | 260'000 | 89'962 | 89'962 | 210'512 CHF | 211'413 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 250'000 | 250'000 | 86'487 | 86'487 | 214'127 CHF | 214'996 CHF | 100.00% | 100.00% |
10.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 250'000 | 250'000 | 84'765 | 84'765 | 221'397 CHF | 222'246 CHF | 99.99% | 99.99% |
09.07.2024 | 0.38% | 2.72 CHF | 2.73 CHF | 240'000 | 240'000 | 83'117 | 83'117 | 222'513 CHF | 223'345 CHF | 99.93% | 99.93% |
08.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 240'000 | 240'000 | 83'416 | 83'416 | 221'040 CHF | 221'875 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.72 CHF | 2.73 CHF | 240'000 | 240'000 | 82'902 | 82'902 | 219'659 CHF | 220'489 CHF | 99.82% | 99.82% |
04.07.2024 | 0.55% | 2.61 CHF | 2.64 CHF | 24'000 | 24'000 | 36'688 | 36'688 | 95'697 CHF | 96'167 CHF | 99.50% | 99.50% |
03.07.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 240'000 | 240'000 | 84'515 | 84'515 | 219'694 CHF | 220'540 CHF | 99.88% | 99.88% |
02.07.2024 | 0.40% | 2.61 CHF | 2.62 CHF | 240'000 | 240'000 | 86'449 | 86'449 | 220'498 CHF | 221'363 CHF | 100.00% | 100.00% |