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 | 0.42% | 2.32 CHF | 2.33 CHF | 24'000 | 24'000 | 23'160 | 23'160 | 55'050 CHF | 55'282 CHF | 99.98% | 99.98% |
12.07.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 23'000 | 23'000 | 23'240 | 23'240 | 55'191 CHF | 55'424 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 23'000 | 23'000 | 23'692 | 23'692 | 53'892 CHF | 54'129 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 24'000 | 24'000 | 23'775 | 23'775 | 52'405 CHF | 52'643 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 24'000 | 24'000 | 23'529 | 23'529 | 54'638 CHF | 54'874 CHF | 98.27% | 98.27% |
08.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 24'000 | 24'000 | 23'540 | 23'540 | 54'501 CHF | 54'737 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 24'000 | 24'000 | 23'774 | 23'774 | 54'616 CHF | 54'854 CHF | 100.00% | 100.00% |
04.07.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 24'000 | 24'000 | 23'775 | 23'775 | 54'557 CHF | 54'795 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 24'000 | 24'000 | 23'728 | 23'728 | 54'399 CHF | 54'637 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 2.26 CHF | 2.27 CHF | 24'000 | 24'000 | 23'775 | 23'775 | 52'181 CHF | 52'419 CHF | 99.93% | 99.93% |