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 | 0.49% | 2.26 CHF | 2.27 CHF | 250'000 | 250'000 | 87'939 | 87'939 | 190'445 CHF | 191'328 CHF | 99.97% | 99.97% |
12.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 260'000 | 260'000 | 89'961 | 89'961 | 193'344 CHF | 194'245 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 250'000 | 250'000 | 86'484 | 86'484 | 197'594 CHF | 198'462 CHF | 100.00% | 100.00% |
10.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 250'000 | 250'000 | 84'779 | 84'779 | 205'192 CHF | 206'040 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 240'000 | 240'000 | 83'161 | 83'161 | 206'679 CHF | 207'511 CHF | 99.93% | 99.93% |
08.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 240'000 | 240'000 | 83'425 | 83'425 | 205'130 CHF | 205'965 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 2.53 CHF | 2.54 CHF | 240'000 | 240'000 | 82'898 | 82'898 | 203'779 CHF | 204'609 CHF | 99.81% | 99.81% |
04.07.2024 | 0.59% | 2.42 CHF | 2.45 CHF | 24'000 | 24'000 | 36'688 | 36'688 | 88'669 CHF | 89'139 CHF | 99.49% | 99.49% |
03.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 240'000 | 240'000 | 84'509 | 84'509 | 203'449 CHF | 204'295 CHF | 99.84% | 99.84% |
02.07.2024 | 0.43% | 2.42 CHF | 2.43 CHF | 240'000 | 240'000 | 86'450 | 86'450 | 203'892 CHF | 204'757 CHF | 100.00% | 100.00% |