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 | 0.45% | 2.24 CHF | 2.25 CHF | 100'000 | 100'000 | 42'434 | 42'434 | 95'511 CHF | 95'936 CHF | 99.39% | 99.39% |
12.07.2024 | 0.48% | 2.24 CHF | 2.25 CHF | 100'000 | 100'000 | 43'319 | 43'319 | 92'723 CHF | 93'157 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.17 CHF | 2.18 CHF | 102'000 | 102'000 | 42'339 | 42'339 | 96'814 CHF | 97'240 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 2.29 CHF | 2.30 CHF | 100'000 | 100'000 | 42'633 | 42'633 | 95'144 CHF | 95'571 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 100'000 | 100'000 | 43'026 | 43'026 | 94'832 CHF | 95'263 CHF | 99.95% | 99.95% |
08.07.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 102'000 | 102'000 | 43'472 | 43'472 | 93'985 CHF | 94'420 CHF | 99.86% | 99.86% |
05.07.2024 | 0.44% | 2.14 CHF | 2.15 CHF | 102'000 | 102'000 | 42'407 | 42'407 | 96'450 CHF | 96'875 CHF | 99.66% | 99.66% |
04.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 30'000 | 30'000 | 27'318 | 27'318 | 65'334 CHF | 65'608 CHF | 98.99% | 98.99% |
03.07.2024 | 0.46% | 2.30 CHF | 2.31 CHF | 98'000 | 98'000 | 42'316 | 42'316 | 94'405 CHF | 94'829 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 102'000 | 102'000 | 43'317 | 43'317 | 91'734 CHF | 92'168 CHF | 98.82% | 98.82% |