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 | 0.86% | 2.28 CHF | 2.30 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 222'901 CHF | 224'826 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 2.31 CHF | 2.33 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 223'794 CHF | 225'719 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 2.35 CHF | 2.37 CHF | 96'000 | 96'000 | 96'647 | 96'647 | 221'821 CHF | 223'756 CHF | 99.99% | 99.99% |
10.07.2024 | 0.91% | 2.23 CHF | 2.25 CHF | 98'000 | 98'000 | 98'663 | 98'663 | 216'899 CHF | 218'873 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 2.19 CHF | 2.21 CHF | 99'000 | 99'000 | 97'661 | 97'661 | 219'587 CHF | 221'540 CHF | 99.70% | 99.70% |
08.07.2024 | 0.92% | 2.15 CHF | 2.17 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 215'038 CHF | 217'020 CHF | 99.32% | 99.32% |
05.07.2024 | 0.92% | 2.17 CHF | 2.19 CHF | 99'000 | 99'000 | 99'201 | 99'201 | 215'173 CHF | 217'157 CHF | 99.99% | 99.99% |
04.07.2024 | 0.93% | 2.15 CHF | 2.17 CHF | 100'000 | 100'000 | 99'748 | 99'748 | 213'774 CHF | 215'769 CHF | 99.63% | 99.63% |
03.07.2024 | 0.94% | 2.12 CHF | 2.14 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 212'481 CHF | 214'484 CHF | 100.00% | 100.00% |
02.07.2024 | 1.02% | 1.99 CHF | 2.01 CHF | 103'000 | 103'000 | 103'700 | 103'700 | 202'249 CHF | 204'323 CHF | 100.00% | 100.00% |