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% | 2.55 CHF | 2.56 CHF | 95'000 | 95'000 | 44'085 | 44'085 | 107'406 CHF | 108'076 CHF | 99.99% | 99.99% |
12.07.2024 | 0.70% | 2.31 CHF | 2.32 CHF | 100'000 | 100'000 | 45'191 | 45'191 | 101'538 CHF | 102'126 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 2.30 CHF | 2.31 CHF | 100'000 | 100'000 | 44'408 | 44'408 | 105'928 CHF | 106'599 CHF | 99.95% | 99.95% |
10.07.2024 | 0.68% | 2.27 CHF | 2.28 CHF | 100'000 | 100'000 | 44'713 | 44'713 | 101'097 CHF | 101'677 CHF | 100.00% | 100.00% |
09.07.2024 | 0.73% | 2.23 CHF | 2.24 CHF | 100'000 | 100'000 | 44'730 | 44'730 | 102'965 CHF | 103'600 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 2.27 CHF | 2.28 CHF | 100'000 | 100'000 | 44'381 | 44'381 | 100'694 CHF | 101'364 CHF | 99.99% | 99.99% |
05.07.2024 | 0.78% | 2.17 CHF | 2.18 CHF | 105'000 | 105'000 | 47'596 | 47'596 | 96'704 CHF | 97'325 CHF | 99.63% | 99.63% |
04.07.2024 | 0.78% | 1.96 CHF | 1.97 CHF | 42'000 | 42'000 | 34'021 | 34'021 | 66'829 CHF | 67'313 CHF | 100.00% | 100.00% |
03.07.2024 | 0.78% | 2.00 CHF | 2.01 CHF | 105'000 | 105'000 | 47'164 | 47'164 | 93'548 CHF | 94'162 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 2.02 CHF | 2.03 CHF | 105'000 | 105'000 | 45'842 | 45'842 | 90'270 CHF | 90'877 CHF | 100.00% | 100.00% |