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 | 0.39% | 2.62 CHF | 2.63 CHF | 100'000 | 100'000 | 42'431 | 42'431 | 111'683 CHF | 112'108 CHF | 99.38% | 99.38% |
12.07.2024 | 0.41% | 2.62 CHF | 2.63 CHF | 100'000 | 100'000 | 43'318 | 43'318 | 109'239 CHF | 109'673 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 2.55 CHF | 2.56 CHF | 102'000 | 102'000 | 42'340 | 42'340 | 112'931 CHF | 113'356 CHF | 100.00% | 100.00% |
10.07.2024 | 0.39% | 2.68 CHF | 2.69 CHF | 100'000 | 100'000 | 42'634 | 42'634 | 111'446 CHF | 111'873 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 100'000 | 100'000 | 43'026 | 43'026 | 111'269 CHF | 111'700 CHF | 99.95% | 99.95% |
08.07.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 102'000 | 102'000 | 43'474 | 43'474 | 110'557 CHF | 110'992 CHF | 99.86% | 99.86% |
05.07.2024 | 0.38% | 2.52 CHF | 2.53 CHF | 102'000 | 102'000 | 42'406 | 42'406 | 112'635 CHF | 113'060 CHF | 99.66% | 99.66% |
04.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 30'000 | 30'000 | 27'318 | 27'318 | 75'789 CHF | 76'062 CHF | 98.99% | 98.99% |
03.07.2024 | 0.39% | 2.69 CHF | 2.70 CHF | 98'000 | 98'000 | 42'316 | 42'316 | 110'652 CHF | 111'076 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 102'000 | 102'000 | 43'317 | 43'317 | 108'386 CHF | 108'820 CHF | 98.82% | 98.82% |