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 | 0.36% | 2.81 CHF | 2.82 CHF | 100'000 | 100'000 | 42'425 | 42'425 | 119'495 CHF | 119'920 CHF | 99.37% | 99.37% |
12.07.2024 | 0.38% | 2.80 CHF | 2.81 CHF | 100'000 | 100'000 | 43'318 | 43'318 | 117'239 CHF | 117'673 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 102'000 | 102'000 | 42'342 | 42'342 | 120'753 CHF | 121'179 CHF | 100.00% | 100.00% |
10.07.2024 | 0.37% | 2.86 CHF | 2.87 CHF | 100'000 | 100'000 | 42'635 | 42'635 | 119'308 CHF | 119'735 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 100'000 | 100'000 | 43'026 | 43'026 | 119'190 CHF | 119'621 CHF | 99.95% | 99.95% |
08.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 102'000 | 102'000 | 43'471 | 43'471 | 118'565 CHF | 119'000 CHF | 99.86% | 99.86% |
05.07.2024 | 0.35% | 2.70 CHF | 2.71 CHF | 102'000 | 102'000 | 42'400 | 42'400 | 120'445 CHF | 120'870 CHF | 99.65% | 99.65% |
04.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 30'000 | 30'000 | 27'318 | 27'318 | 80'853 CHF | 81'126 CHF | 98.99% | 98.99% |
03.07.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 98'000 | 98'000 | 42'312 | 42'312 | 118'452 CHF | 118'876 CHF | 99.99% | 99.99% |
02.07.2024 | 0.38% | 2.72 CHF | 2.73 CHF | 102'000 | 102'000 | 43'318 | 43'318 | 116'399 CHF | 116'833 CHF | 98.82% | 98.82% |