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 | 0.82% | 2.39 CHF | 2.41 CHF | 97'000 | 97'000 | 96'255 | 96'255 | 233'125 CHF | 235'050 CHF | 99.99% | 99.99% |
12.07.2024 | 0.82% | 2.42 CHF | 2.44 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 233'896 CHF | 235'821 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 2.45 CHF | 2.47 CHF | 96'000 | 96'000 | 96'644 | 96'644 | 232'109 CHF | 234'044 CHF | 100.00% | 100.00% |
10.07.2024 | 0.86% | 2.34 CHF | 2.36 CHF | 98'000 | 98'000 | 98'663 | 98'663 | 227'284 CHF | 229'257 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 2.29 CHF | 2.31 CHF | 99'000 | 99'000 | 97'595 | 97'595 | 229'764 CHF | 231'717 CHF | 99.77% | 99.77% |
08.07.2024 | 0.87% | 2.26 CHF | 2.28 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 225'553 CHF | 227'534 CHF | 99.28% | 99.28% |
05.07.2024 | 0.88% | 2.27 CHF | 2.29 CHF | 99'000 | 99'000 | 99'201 | 99'201 | 225'629 CHF | 227'613 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 2.26 CHF | 2.28 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 224'263 CHF | 226'258 CHF | 99.54% | 99.54% |
03.07.2024 | 0.89% | 2.22 CHF | 2.24 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 223'061 CHF | 225'064 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 2.10 CHF | 2.12 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 213'141 CHF | 215'215 CHF | 100.00% | 100.00% |