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 | 0.50% | 2.01 CHF | 2.02 CHF | 57'200 | 57'200 | 57'268 | 57'268 | 115'066 CHF | 115'638 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 57'500 | 57'500 | 57'500 | 57'500 | 130'530 CHF | 131'105 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 59'900 | 59'900 | 60'263 | 60'263 | 133'780 CHF | 134'383 CHF | 99.82% | 99.82% |
10.07.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 63'300 | 63'300 | 63'300 | 63'300 | 129'538 CHF | 130'171 CHF | 99.99% | 99.99% |
09.07.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 63'100 | 63'100 | 63'029 | 63'029 | 131'566 CHF | 132'197 CHF | 99.73% | 99.73% |
08.07.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 60'900 | 60'900 | 60'900 | 60'900 | 127'314 CHF | 127'923 CHF | 99.99% | 99.99% |
05.07.2024 | 0.45% | 2.14 CHF | 2.15 CHF | 59'900 | 59'900 | 58'778 | 58'778 | 129'323 CHF | 129'910 CHF | 99.81% | 99.81% |
04.07.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 59'500 | 59'500 | 58'921 | 58'921 | 129'391 CHF | 129'980 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 59'200 | 59'200 | 57'997 | 57'997 | 129'240 CHF | 129'819 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 58'200 | 58'200 | 58'683 | 58'683 | 130'053 CHF | 130'640 CHF | 100.00% | 100.00% |