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 | 0.41% | 2.43 CHF | 2.44 CHF | 54'000 | 54'000 | 53'046 | 53'046 | 130'483 CHF | 131'013 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 53'000 | 53'000 | 53'163 | 53'163 | 130'627 CHF | 131'159 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 54'000 | 54'000 | 53'792 | 53'792 | 130'608 CHF | 131'147 CHF | 99.99% | 99.99% |
10.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 54'000 | 54'000 | 53'809 | 53'809 | 130'691 CHF | 131'230 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 54'000 | 54'000 | 54'334 | 54'334 | 129'386 CHF | 129'929 CHF | 99.99% | 99.99% |
08.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 53'000 | 53'000 | 53'913 | 53'913 | 131'139 CHF | 131'678 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 130'759 CHF | 131'299 CHF | 99.81% | 99.81% |
04.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 130'631 CHF | 131'171 CHF | 99.49% | 99.49% |
03.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 54'000 | 54'000 | 53'814 | 53'814 | 131'052 CHF | 131'590 CHF | 99.37% | 99.37% |
02.07.2024 | 0.46% | 2.40 CHF | 2.41 CHF | 54'000 | 54'000 | 51'553 | 51'553 | 124'335 CHF | 124'856 CHF | 100.00% | 100.00% |