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 | 0.47% | 2.16 CHF | 2.17 CHF | 55'000 | 55'000 | 54'484 | 54'484 | 118'033 CHF | 118'579 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 55'000 | 55'000 | 54'485 | 54'485 | 118'989 CHF | 119'534 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 55'000 | 55'000 | 54'484 | 54'484 | 118'180 CHF | 118'725 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 55'000 | 55'000 | 54'485 | 54'485 | 116'690 CHF | 117'235 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 56'000 | 56'000 | 55'473 | 55'473 | 114'876 CHF | 115'432 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 56'000 | 56'000 | 55'475 | 55'475 | 113'284 CHF | 113'839 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 56'000 | 56'000 | 55'614 | 55'614 | 113'173 CHF | 113'730 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 56'000 | 56'000 | 55'922 | 55'922 | 113'197 CHF | 113'757 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 57'000 | 57'000 | 56'462 | 56'462 | 112'829 CHF | 113'395 CHF | 99.37% | 99.37% |
02.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 57'000 | 57'000 | 56'465 | 56'465 | 112'440 CHF | 113'005 CHF | 100.00% | 100.00% |