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 | 0.41% | 2.46 CHF | 2.47 CHF | 100'000 | 100'000 | 42'433 | 42'433 | 104'942 CHF | 105'367 CHF | 99.39% | 99.39% |
12.07.2024 | 0.44% | 2.46 CHF | 2.47 CHF | 100'000 | 100'000 | 43'318 | 43'318 | 102'349 CHF | 102'783 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 2.39 CHF | 2.40 CHF | 102'000 | 102'000 | 42'340 | 42'340 | 106'206 CHF | 106'631 CHF | 100.00% | 100.00% |
10.07.2024 | 0.42% | 2.52 CHF | 2.53 CHF | 100'000 | 100'000 | 42'633 | 42'633 | 104'637 CHF | 105'064 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 100'000 | 100'000 | 43'026 | 43'026 | 104'409 CHF | 104'840 CHF | 99.95% | 99.95% |
08.07.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 102'000 | 102'000 | 43'473 | 43'473 | 103'639 CHF | 104'074 CHF | 99.86% | 99.86% |
05.07.2024 | 0.40% | 2.36 CHF | 2.37 CHF | 102'000 | 102'000 | 42'408 | 42'408 | 105'892 CHF | 106'317 CHF | 99.66% | 99.66% |
04.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 30'000 | 30'000 | 27'318 | 27'318 | 71'422 CHF | 71'695 CHF | 99.00% | 99.00% |
03.07.2024 | 0.42% | 2.53 CHF | 2.54 CHF | 98'000 | 98'000 | 42'316 | 42'316 | 103'900 CHF | 104'323 CHF | 100.00% | 100.00% |
02.07.2024 | 0.44% | 2.38 CHF | 2.39 CHF | 102'000 | 102'000 | 43'318 | 43'318 | 101'457 CHF | 101'891 CHF | 98.82% | 98.82% |