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 | 0.47% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 42'424 | 42'424 | 91'579 CHF | 92'004 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 2.14 CHF | 2.15 CHF | 100'000 | 100'000 | 43'318 | 43'318 | 88'736 CHF | 89'170 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 2.07 CHF | 2.08 CHF | 102'000 | 102'000 | 42'335 | 42'335 | 92'879 CHF | 93'305 CHF | 99.99% | 99.99% |
10.07.2024 | 0.48% | 2.20 CHF | 2.21 CHF | 100'000 | 100'000 | 42'633 | 42'633 | 91'174 CHF | 91'601 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 43'026 | 43'026 | 90'818 CHF | 91'249 CHF | 99.95% | 99.95% |
08.07.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 102'000 | 102'000 | 43'473 | 43'473 | 89'953 CHF | 90'389 CHF | 99.86% | 99.86% |
05.07.2024 | 0.46% | 2.04 CHF | 2.05 CHF | 102'000 | 102'000 | 42'403 | 42'403 | 92'506 CHF | 92'931 CHF | 99.65% | 99.65% |
04.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 30'000 | 30'000 | 27'318 | 27'318 | 62'794 CHF | 63'068 CHF | 99.00% | 99.00% |
03.07.2024 | 0.48% | 2.21 CHF | 2.22 CHF | 98'000 | 98'000 | 42'312 | 42'312 | 90'467 CHF | 90'891 CHF | 99.99% | 99.99% |
02.07.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 102'000 | 102'000 | 43'312 | 43'312 | 87'685 CHF | 88'118 CHF | 98.81% | 98.81% |