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 | 0.52% | 1.97 CHF | 1.98 CHF | 100'000 | 100'000 | 42'433 | 42'433 | 83'749 CHF | 84'174 CHF | 99.39% | 99.39% |
12.07.2024 | 0.56% | 1.96 CHF | 1.97 CHF | 100'000 | 100'000 | 43'318 | 43'318 | 80'723 CHF | 81'158 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 1.89 CHF | 1.90 CHF | 102'000 | 102'000 | 42'340 | 42'340 | 85'057 CHF | 85'482 CHF | 100.00% | 100.00% |
10.07.2024 | 0.53% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 42'634 | 42'634 | 83'271 CHF | 83'698 CHF | 100.00% | 100.00% |
09.07.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 100'000 | 100'000 | 43'022 | 43'022 | 82'849 CHF | 83'280 CHF | 99.95% | 99.95% |
08.07.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 102'000 | 102'000 | 43'471 | 43'471 | 81'921 CHF | 82'356 CHF | 99.86% | 99.86% |
05.07.2024 | 0.50% | 1.86 CHF | 1.87 CHF | 102'000 | 102'000 | 42'401 | 42'401 | 84'642 CHF | 85'067 CHF | 99.65% | 99.65% |
04.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 30'000 | 30'000 | 27'317 | 27'317 | 57'736 CHF | 58'009 CHF | 98.99% | 98.99% |
03.07.2024 | 0.52% | 2.02 CHF | 2.03 CHF | 98'000 | 98'000 | 42'316 | 42'316 | 82'621 CHF | 83'045 CHF | 100.00% | 100.00% |
02.07.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 102'000 | 102'000 | 43'317 | 43'317 | 79'645 CHF | 80'079 CHF | 98.82% | 98.82% |