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 | 0.35% | 2.88 CHF | 2.89 CHF | 100'000 | 100'000 | 42'429 | 42'429 | 122'719 CHF | 123'144 CHF | 99.38% | 99.38% |
12.07.2024 | 0.37% | 2.88 CHF | 2.89 CHF | 100'000 | 100'000 | 43'319 | 43'319 | 120'528 CHF | 120'962 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 102'000 | 102'000 | 42'340 | 42'340 | 123'962 CHF | 124'387 CHF | 100.00% | 100.00% |
10.07.2024 | 0.36% | 2.94 CHF | 2.95 CHF | 100'000 | 100'000 | 42'633 | 42'633 | 122'566 CHF | 122'993 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 100'000 | 100'000 | 43'026 | 43'026 | 122'488 CHF | 122'919 CHF | 99.95% | 99.95% |
08.07.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 102'000 | 102'000 | 43'472 | 43'472 | 121'876 CHF | 122'312 CHF | 99.86% | 99.86% |
05.07.2024 | 0.34% | 2.78 CHF | 2.79 CHF | 102'000 | 102'000 | 42'403 | 42'403 | 123'684 CHF | 124'109 CHF | 99.65% | 99.65% |
04.07.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 30'000 | 30'000 | 27'318 | 27'318 | 82'900 CHF | 83'173 CHF | 98.99% | 98.99% |
03.07.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 98'000 | 98'000 | 42'316 | 42'316 | 121'712 CHF | 122'136 CHF | 100.00% | 100.00% |
02.07.2024 | 0.37% | 2.80 CHF | 2.81 CHF | 102'000 | 102'000 | 43'312 | 43'312 | 119'731 CHF | 120'165 CHF | 98.81% | 98.81% |