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 | 0.34% | 2.85 CHF | 2.86 CHF | 88'000 | 88'000 | 87'763 | 87'763 | 254'347 CHF | 255'224 CHF | 99.97% | 99.97% |
12.07.2024 | 0.36% | 3.06 CHF | 3.07 CHF | 95'500 | 95'500 | 96'519 | 96'519 | 269'964 CHF | 270'929 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 103'100 | 103'100 | 102'628 | 102'628 | 267'487 CHF | 268'513 CHF | 100.00% | 100.00% |
10.07.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 108'500 | 108'500 | 109'578 | 109'578 | 270'624 CHF | 271'719 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.35 CHF | 2.36 CHF | 104'600 | 104'600 | 102'034 | 102'034 | 252'763 CHF | 253'784 CHF | 99.73% | 99.73% |
08.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 101'100 | 101'100 | 100'680 | 100'680 | 267'270 CHF | 268'277 CHF | 99.28% | 99.28% |
05.07.2024 | 0.37% | 2.62 CHF | 2.63 CHF | 100'700 | 100'700 | 98'881 | 98'881 | 270'454 CHF | 271'443 CHF | 100.00% | 100.00% |
04.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 101'600 | 101'600 | 101'179 | 101'179 | 264'870 CHF | 265'881 CHF | 99.61% | 99.61% |
03.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 104'900 | 104'900 | 105'135 | 105'135 | 268'268 CHF | 269'319 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 102'500 | 102'500 | 102'077 | 102'077 | 254'885 CHF | 255'906 CHF | 99.99% | 99.99% |