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 | 0.43% | 2.37 CHF | 2.38 CHF | 100'000 | 100'000 | 42'428 | 42'428 | 100'940 CHF | 101'365 CHF | 99.38% | 99.38% |
12.07.2024 | 0.45% | 2.36 CHF | 2.37 CHF | 100'000 | 100'000 | 43'319 | 43'319 | 98'291 CHF | 98'725 CHF | 100.00% | 100.00% |
11.07.2024 | 0.42% | 2.29 CHF | 2.30 CHF | 102'000 | 102'000 | 42'336 | 42'336 | 102'229 CHF | 102'655 CHF | 99.99% | 99.99% |
10.07.2024 | 0.44% | 2.42 CHF | 2.43 CHF | 100'000 | 100'000 | 42'634 | 42'634 | 100'621 CHF | 101'048 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 100'000 | 100'000 | 43'026 | 43'026 | 100'342 CHF | 100'773 CHF | 99.95% | 99.95% |
08.07.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 102'000 | 102'000 | 43'468 | 43'468 | 99'545 CHF | 99'981 CHF | 99.85% | 99.85% |
05.07.2024 | 0.42% | 2.26 CHF | 2.27 CHF | 102'000 | 102'000 | 42'408 | 42'408 | 101'895 CHF | 102'320 CHF | 99.66% | 99.66% |
04.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 30'000 | 30'000 | 27'318 | 27'318 | 68'863 CHF | 69'136 CHF | 99.00% | 99.00% |
03.07.2024 | 0.43% | 2.43 CHF | 2.44 CHF | 98'000 | 98'000 | 42'316 | 42'316 | 99'857 CHF | 100'281 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 102'000 | 102'000 | 43'318 | 43'318 | 97'324 CHF | 97'758 CHF | 98.82% | 98.82% |