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 | 0.66% | 2.93 CHF | 2.95 CHF | 52'500 | 52'500 | 52'070 | 52'070 | 156'518 CHF | 157'559 CHF | 100.00% | 100.00% |
12.07.2024 | 0.67% | 2.96 CHF | 2.98 CHF | 52'800 | 52'800 | 52'437 | 52'437 | 155'702 CHF | 156'751 CHF | 100.00% | 100.00% |
11.07.2024 | 0.66% | 2.96 CHF | 2.98 CHF | 52'700 | 52'700 | 52'307 | 52'307 | 157'462 CHF | 158'509 CHF | 99.98% | 99.98% |
10.07.2024 | 0.69% | 2.92 CHF | 2.94 CHF | 54'500 | 54'500 | 54'641 | 54'641 | 157'251 CHF | 158'344 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 2.83 CHF | 2.85 CHF | 55'000 | 55'000 | 54'850 | 54'850 | 156'394 CHF | 157'493 CHF | 100.00% | 100.00% |
08.07.2024 | 0.71% | 2.81 CHF | 2.83 CHF | 56'500 | 56'500 | 56'602 | 56'602 | 158'282 CHF | 159'414 CHF | 99.99% | 99.99% |
05.07.2024 | 0.73% | 2.71 CHF | 2.73 CHF | 55'600 | 55'600 | 55'582 | 55'582 | 152'455 CHF | 153'566 CHF | 99.99% | 99.99% |
04.07.2024 | 0.71% | 2.83 CHF | 2.85 CHF | 55'700 | 55'700 | 55'732 | 55'732 | 157'446 CHF | 158'560 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 2.76 CHF | 2.78 CHF | 54'800 | 54'800 | 54'780 | 54'780 | 150'819 CHF | 151'915 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 2.85 CHF | 2.87 CHF | 52'300 | 52'300 | 52'184 | 52'184 | 148'603 CHF | 149'647 CHF | 100.00% | 100.00% |