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% | 2.08 CHF | 2.09 CHF | 38'000 | 38'000 | 38'080 | 38'080 | 78'928 CHF | 79'309 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 38'000 | 38'000 | 38'222 | 38'222 | 78'832 CHF | 79'214 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 38'000 | 38'000 | 37'997 | 37'997 | 79'336 CHF | 79'717 CHF | 99.99% | 99.99% |
10.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 39'000 | 39'000 | 39'178 | 39'178 | 76'501 CHF | 76'892 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 39'000 | 39'000 | 38'999 | 38'999 | 76'457 CHF | 76'848 CHF | 99.99% | 99.99% |
08.07.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 39'000 | 39'000 | 38'849 | 38'849 | 78'799 CHF | 79'187 CHF | 100.00% | 100.00% |
05.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 38'000 | 38'000 | 38'077 | 38'077 | 79'588 CHF | 79'969 CHF | 99.99% | 99.99% |
04.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 78'996 CHF | 79'376 CHF | 100.00% | 100.00% |
03.07.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 38'000 | 38'000 | 38'271 | 38'271 | 78'667 CHF | 79'049 CHF | 100.00% | 100.00% |
02.07.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 39'000 | 39'000 | 39'512 | 39'512 | 76'210 CHF | 76'606 CHF | 99.99% | 99.99% |