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 | 0.36% | 2.79 CHF | 2.80 CHF | 48'000 | 48'000 | 26'883 | 26'883 | 74'997 CHF | 75'267 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.75 CHF | 2.76 CHF | 48'000 | 48'000 | 27'021 | 27'021 | 72'777 CHF | 73'048 CHF | 99.94% | 99.94% |
11.07.2024 | 0.39% | 2.69 CHF | 2.70 CHF | 48'000 | 48'000 | 26'671 | 26'671 | 71'304 CHF | 71'574 CHF | 99.43% | 99.43% |
10.07.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 52'000 | 52'000 | 28'350 | 28'350 | 74'145 CHF | 74'429 CHF | 99.84% | 99.84% |
09.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 52'000 | 52'000 | 28'796 | 28'796 | 73'378 CHF | 73'666 CHF | 99.66% | 99.66% |
08.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 52'000 | 52'000 | 28'716 | 28'716 | 72'709 CHF | 72'998 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 2.62 CHF | 2.63 CHF | 52'000 | 52'000 | 28'694 | 28'694 | 74'309 CHF | 74'596 CHF | 99.54% | 99.54% |
04.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 26'000 | 26'000 | 23'314 | 23'314 | 59'392 CHF | 59'625 CHF | 98.94% | 98.94% |
03.07.2024 | 0.42% | 2.55 CHF | 2.56 CHF | 52'000 | 52'000 | 28'222 | 28'222 | 69'603 CHF | 69'886 CHF | 98.22% | 98.22% |
02.07.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 52'000 | 52'000 | 28'612 | 28'612 | 68'229 CHF | 68'516 CHF | 100.00% | 100.00% |