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 | 0.38% | 2.70 CHF | 2.71 CHF | 100'000 | 100'000 | 42'431 | 42'431 | 115'117 CHF | 115'542 CHF | 99.41% | 99.41% |
12.07.2024 | 0.40% | 2.70 CHF | 2.71 CHF | 100'000 | 100'000 | 43'318 | 43'318 | 112'772 CHF | 113'206 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 102'000 | 102'000 | 42'328 | 42'328 | 116'351 CHF | 116'777 CHF | 99.98% | 99.98% |
10.07.2024 | 0.38% | 2.76 CHF | 2.77 CHF | 100'000 | 100'000 | 42'633 | 42'633 | 114'901 CHF | 115'328 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 2.66 CHF | 2.67 CHF | 100'000 | 100'000 | 43'026 | 43'026 | 114'758 CHF | 115'190 CHF | 99.95% | 99.95% |
08.07.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 102'000 | 102'000 | 43'473 | 43'473 | 114'085 CHF | 114'521 CHF | 99.86% | 99.86% |
05.07.2024 | 0.37% | 2.60 CHF | 2.61 CHF | 102'000 | 102'000 | 42'404 | 42'404 | 116'068 CHF | 116'493 CHF | 99.65% | 99.65% |
04.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 30'000 | 30'000 | 27'318 | 27'318 | 77'982 CHF | 78'256 CHF | 98.99% | 98.99% |
03.07.2024 | 0.38% | 2.77 CHF | 2.78 CHF | 98'000 | 98'000 | 42'316 | 42'316 | 114'098 CHF | 114'521 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 102'000 | 102'000 | 43'312 | 43'312 | 111'924 CHF | 112'358 CHF | 98.81% | 98.81% |