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 | 0.43% | 2.20 CHF | 2.21 CHF | 105'000 | 105'000 | 103'231 | 103'231 | 241'162 CHF | 242'195 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 112'000 | 112'000 | 111'825 | 111'825 | 253'945 CHF | 255'065 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 122'000 | 122'000 | 120'847 | 120'847 | 258'919 CHF | 260'129 CHF | 99.54% | 99.54% |
10.07.2024 | 0.54% | 1.98 CHF | 1.99 CHF | 133'000 | 133'000 | 132'714 | 132'714 | 247'747 CHF | 249'076 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 133'000 | 133'000 | 130'891 | 130'891 | 249'028 CHF | 250'338 CHF | 100.00% | 100.00% |
08.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 137'000 | 137'000 | 135'485 | 135'485 | 249'741 CHF | 251'097 CHF | 100.00% | 100.00% |
05.07.2024 | 0.54% | 1.78 CHF | 1.79 CHF | 131'000 | 131'000 | 128'951 | 128'951 | 242'070 CHF | 243'361 CHF | 99.93% | 99.93% |
04.07.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 135'000 | 135'000 | 133'983 | 133'983 | 248'022 CHF | 249'363 CHF | 100.00% | 100.00% |
03.07.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 136'000 | 136'000 | 134'818 | 134'818 | 244'006 CHF | 245'356 CHF | 100.00% | 100.00% |
02.07.2024 | 0.60% | 1.78 CHF | 1.79 CHF | 132'000 | 132'000 | 131'610 | 131'610 | 222'329 CHF | 223'647 CHF | 99.53% | 99.53% |