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 | 0.52% | 1.98 CHF | 1.99 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 67'628 CHF | 67'975 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 68'470 CHF | 68'816 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 70'526 CHF | 70'872 CHF | 99.88% | 99.88% |
10.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 72'377 CHF | 72'724 CHF | 100.00% | 100.00% |
09.07.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 35'000 | 35'000 | 34'673 | 34'673 | 72'125 CHF | 72'472 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 69'355 CHF | 69'703 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 68'929 CHF | 69'276 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 70'993 CHF | 71'340 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 35'000 | 35'000 | 34'673 | 34'673 | 72'811 CHF | 73'159 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 75'889 CHF | 76'236 CHF | 99.82% | 99.82% |