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 | 0.84% | 2.29 CHF | 2.31 CHF | 45'900 | 45'900 | 45'609 | 45'609 | 108'277 CHF | 109'189 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 2.32 CHF | 2.34 CHF | 46'400 | 46'400 | 46'110 | 46'110 | 107'393 CHF | 108'315 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 2.32 CHF | 2.34 CHF | 46'300 | 46'300 | 45'922 | 45'922 | 109'109 CHF | 110'027 CHF | 99.99% | 99.99% |
10.07.2024 | 0.89% | 2.27 CHF | 2.29 CHF | 48'900 | 48'900 | 49'041 | 49'041 | 109'174 CHF | 110'155 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 2.17 CHF | 2.19 CHF | 49'400 | 49'400 | 49'274 | 49'274 | 108'093 CHF | 109'079 CHF | 100.00% | 100.00% |
08.07.2024 | 0.93% | 2.15 CHF | 2.17 CHF | 51'600 | 51'600 | 51'727 | 51'727 | 110'188 CHF | 111'222 CHF | 100.00% | 100.00% |
05.07.2024 | 0.96% | 2.04 CHF | 2.06 CHF | 50'100 | 50'100 | 50'061 | 50'061 | 103'762 CHF | 104'763 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 2.17 CHF | 2.19 CHF | 50'500 | 50'500 | 50'526 | 50'526 | 109'391 CHF | 110'402 CHF | 100.00% | 100.00% |
03.07.2024 | 0.95% | 2.10 CHF | 2.12 CHF | 48'800 | 48'800 | 48'775 | 48'775 | 101'687 CHF | 102'662 CHF | 99.98% | 99.98% |
02.07.2024 | 0.91% | 2.20 CHF | 2.22 CHF | 45'400 | 45'400 | 45'284 | 45'284 | 99'375 CHF | 100'281 CHF | 99.99% | 99.99% |