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 | 0.74% | 2.54 CHF | 2.55 CHF | 95'000 | 95'000 | 44'227 | 44'227 | 107'355 CHF | 108'026 CHF | 99.25% | 99.25% |
12.07.2024 | 0.70% | 2.30 CHF | 2.31 CHF | 100'000 | 100'000 | 45'191 | 45'191 | 101'126 CHF | 101'715 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 2.29 CHF | 2.30 CHF | 100'000 | 100'000 | 44'406 | 44'406 | 105'525 CHF | 106'196 CHF | 99.95% | 99.95% |
10.07.2024 | 0.69% | 2.26 CHF | 2.27 CHF | 100'000 | 100'000 | 44'714 | 44'714 | 100'705 CHF | 101'286 CHF | 100.00% | 100.00% |
09.07.2024 | 0.73% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 44'730 | 44'730 | 102'480 CHF | 103'116 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 2.26 CHF | 2.27 CHF | 100'000 | 100'000 | 44'382 | 44'382 | 100'292 CHF | 100'961 CHF | 99.99% | 99.99% |
05.07.2024 | 0.79% | 2.16 CHF | 2.17 CHF | 105'000 | 105'000 | 47'596 | 47'596 | 96'269 CHF | 96'891 CHF | 99.62% | 99.62% |
04.07.2024 | 0.78% | 1.95 CHF | 1.96 CHF | 42'000 | 42'000 | 34'021 | 34'021 | 66'481 CHF | 66'965 CHF | 100.00% | 100.00% |
03.07.2024 | 0.78% | 1.99 CHF | 2.00 CHF | 105'000 | 105'000 | 47'164 | 47'164 | 93'134 CHF | 93'748 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 2.01 CHF | 2.02 CHF | 105'000 | 105'000 | 45'841 | 45'841 | 89'848 CHF | 90'455 CHF | 100.00% | 100.00% |