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 | 0.49% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 42'424 | 42'424 | 87'662 CHF | 88'087 CHF | 99.37% | 99.37% |
12.07.2024 | 0.53% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 43'318 | 43'318 | 84'725 CHF | 85'159 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 1.98 CHF | 1.99 CHF | 102'000 | 102'000 | 42'339 | 42'339 | 88'973 CHF | 89'399 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 2.11 CHF | 2.12 CHF | 100'000 | 100'000 | 42'626 | 42'626 | 87'201 CHF | 87'628 CHF | 99.99% | 99.99% |
09.07.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 43'025 | 43'025 | 86'845 CHF | 87'276 CHF | 99.95% | 99.95% |
08.07.2024 | 0.52% | 1.99 CHF | 2.00 CHF | 102'000 | 102'000 | 43'474 | 43'474 | 85'943 CHF | 86'379 CHF | 99.86% | 99.86% |
05.07.2024 | 0.48% | 1.95 CHF | 1.96 CHF | 102'000 | 102'000 | 42'402 | 42'402 | 88'558 CHF | 88'983 CHF | 99.65% | 99.65% |
04.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 30'000 | 30'000 | 27'317 | 27'317 | 60'241 CHF | 60'514 CHF | 98.99% | 98.99% |
03.07.2024 | 0.50% | 2.12 CHF | 2.13 CHF | 98'000 | 98'000 | 42'316 | 42'316 | 86'570 CHF | 86'994 CHF | 100.00% | 100.00% |
02.07.2024 | 0.53% | 1.97 CHF | 1.98 CHF | 102'000 | 102'000 | 43'317 | 43'317 | 83'678 CHF | 84'112 CHF | 98.82% | 98.82% |