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 | 0.40% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 502'087 CHF | 504'087 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 486'921 CHF | 488'921 CHF | 99.96% | 99.96% |
11.07.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 457'903 CHF | 459'903 CHF | 98.80% | 98.80% |
10.07.2024 | 0.51% | 2.10 CHF | 2.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 391'063 CHF | 393'063 CHF | 96.17% | 96.17% |
09.07.2024 | 0.50% | 1.90 CHF | 1.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 399'170 CHF | 401'170 CHF | 99.64% | 99.64% |
08.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 384'805 CHF | 386'805 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 1.83 CHF | 1.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 391'459 CHF | 393'459 CHF | 100.00% | 100.00% |
04.07.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 385'356 CHF | 387'356 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 375'624 CHF | 377'624 CHF | 99.32% | 99.32% |
02.07.2024 | 0.58% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 346'813 CHF | 348'813 CHF | 99.52% | 99.52% |