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 | 0.35% | 2.80 CHF | 2.81 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 127'045 CHF | 127'494 CHF | 99.99% | 99.99% |
12.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 125'919 CHF | 126'369 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 45'000 | 45'000 | 44'893 | 44'893 | 127'641 CHF | 128'090 CHF | 99.97% | 99.97% |
10.07.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 125'937 CHF | 126'387 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 124'355 CHF | 124'805 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 124'327 CHF | 124'777 CHF | 99.69% | 99.69% |
05.07.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 123'044 CHF | 123'504 CHF | 100.00% | 100.00% |
04.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 122'732 CHF | 123'192 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 46'000 | 46'000 | 46'243 | 46'243 | 119'281 CHF | 119'744 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 121'513 CHF | 121'973 CHF | 100.00% | 100.00% |