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 | 0.42% | 2.44 CHF | 2.45 CHF | 48'000 | 48'000 | 26'883 | 26'883 | 65'664 CHF | 65'934 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 2.40 CHF | 2.41 CHF | 48'000 | 48'000 | 27'021 | 27'021 | 63'382 CHF | 63'654 CHF | 99.94% | 99.94% |
11.07.2024 | 0.45% | 2.34 CHF | 2.35 CHF | 48'000 | 48'000 | 26'671 | 26'671 | 62'006 CHF | 62'276 CHF | 99.43% | 99.43% |
10.07.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 52'000 | 52'000 | 28'350 | 28'350 | 64'252 CHF | 64'536 CHF | 99.84% | 99.84% |
09.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 52'000 | 52'000 | 28'796 | 28'796 | 63'348 CHF | 63'636 CHF | 99.66% | 99.66% |
08.07.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 52'000 | 52'000 | 28'716 | 28'716 | 62'706 CHF | 62'995 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 2.27 CHF | 2.28 CHF | 52'000 | 52'000 | 28'691 | 28'691 | 64'305 CHF | 64'592 CHF | 99.53% | 99.53% |
04.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 26'000 | 26'000 | 23'314 | 23'314 | 51'238 CHF | 51'471 CHF | 98.93% | 98.93% |
03.07.2024 | 0.49% | 2.20 CHF | 2.21 CHF | 52'000 | 52'000 | 28'222 | 28'222 | 59'715 CHF | 59'998 CHF | 98.22% | 98.22% |
02.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 52'000 | 52'000 | 28'612 | 28'612 | 58'178 CHF | 58'465 CHF | 100.00% | 100.00% |