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 | 0.52% | 1.89 CHF | 1.90 CHF | 40'500 | 40'500 | 39'445 | 39'445 | 75'966 CHF | 76'361 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 43'000 | 43'000 | 41'881 | 41'881 | 85'049 CHF | 85'467 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 1.89 CHF | 1.90 CHF | 41'100 | 41'100 | 40'030 | 40'030 | 79'971 CHF | 80'371 CHF | 99.99% | 99.99% |
10.07.2024 | 0.52% | 1.99 CHF | 2.00 CHF | 41'000 | 41'000 | 39'932 | 39'932 | 77'291 CHF | 77'690 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 41'400 | 41'400 | 40'321 | 40'321 | 82'519 CHF | 82'922 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 37'700 | 37'700 | 36'718 | 36'718 | 75'392 CHF | 75'759 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 35'500 | 35'500 | 34'573 | 34'573 | 76'340 CHF | 76'686 CHF | 99.81% | 99.81% |
04.07.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 36'300 | 36'300 | 35'349 | 35'349 | 82'808 CHF | 83'161 CHF | 99.49% | 99.49% |
03.07.2024 | 0.46% | 2.33 CHF | 2.34 CHF | 40'900 | 40'900 | 39'827 | 39'827 | 87'463 CHF | 87'862 CHF | 99.35% | 99.35% |
02.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 39'500 | 39'500 | 39'045 | 39'045 | 76'755 CHF | 77'145 CHF | 100.00% | 100.00% |