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 | 0.48% | 2.00 CHF | 2.01 CHF | 36'700 | 36'700 | 36'495 | 36'495 | 75'851 CHF | 76'216 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 2.16 CHF | 2.17 CHF | 37'200 | 37'200 | 37'129 | 37'129 | 77'714 CHF | 78'086 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 2.08 CHF | 2.09 CHF | 40'400 | 40'400 | 40'541 | 40'541 | 79'803 CHF | 80'208 CHF | 100.00% | 100.00% |
10.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 41'900 | 41'900 | 41'728 | 41'728 | 75'983 CHF | 76'400 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 40'700 | 40'700 | 39'341 | 39'341 | 76'447 CHF | 76'840 CHF | 99.73% | 99.73% |
08.07.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 37'600 | 37'600 | 37'444 | 37'444 | 76'017 CHF | 76'391 CHF | 99.28% | 99.28% |
05.07.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 37'600 | 37'600 | 37'445 | 37'445 | 78'822 CHF | 79'197 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 38'600 | 38'600 | 38'440 | 38'440 | 78'091 CHF | 78'475 CHF | 99.59% | 99.59% |
03.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 39'500 | 39'500 | 39'698 | 39'698 | 78'256 CHF | 78'653 CHF | 99.98% | 99.98% |
02.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 39'800 | 39'800 | 39'511 | 39'511 | 76'187 CHF | 76'582 CHF | 99.99% | 99.99% |