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 | 0.77% | 2.57 CHF | 2.59 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 250'344 CHF | 252'270 CHF | 99.99% | 99.99% |
12.07.2024 | 0.76% | 2.60 CHF | 2.62 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 251'114 CHF | 253'039 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 2.63 CHF | 2.65 CHF | 96'000 | 96'000 | 96'644 | 96'644 | 249'341 CHF | 251'276 CHF | 99.98% | 99.98% |
10.07.2024 | 0.80% | 2.52 CHF | 2.54 CHF | 98'000 | 98'000 | 98'663 | 98'663 | 244'812 CHF | 246'785 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 2.47 CHF | 2.49 CHF | 99'000 | 99'000 | 97'661 | 97'661 | 247'270 CHF | 249'223 CHF | 99.73% | 99.73% |
08.07.2024 | 0.81% | 2.44 CHF | 2.46 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 243'019 CHF | 245'000 CHF | 99.32% | 99.32% |
05.07.2024 | 0.81% | 2.45 CHF | 2.47 CHF | 99'000 | 99'000 | 99'200 | 99'200 | 243'155 CHF | 245'139 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 2.44 CHF | 2.46 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 241'926 CHF | 243'920 CHF | 99.59% | 99.59% |
03.07.2024 | 0.83% | 2.40 CHF | 2.42 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 240'689 CHF | 242'693 CHF | 100.00% | 100.00% |
02.07.2024 | 0.89% | 2.27 CHF | 2.29 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 231'245 CHF | 233'319 CHF | 100.00% | 100.00% |