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 | 0.80% | 2.52 CHF | 2.54 CHF | 42'040 | 42'040 | 41'594 | 41'594 | 104'534 CHF | 105'366 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 2.41 CHF | 2.43 CHF | 43'790 | 43'790 | 43'567 | 43'567 | 102'957 CHF | 103'829 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 2.28 CHF | 2.30 CHF | 45'870 | 45'870 | 45'554 | 45'554 | 103'496 CHF | 104'408 CHF | 99.96% | 99.96% |
10.07.2024 | 0.95% | 2.20 CHF | 2.22 CHF | 48'830 | 48'830 | 48'803 | 48'803 | 102'797 CHF | 103'774 CHF | 100.00% | 100.00% |
09.07.2024 | 0.98% | 2.04 CHF | 2.06 CHF | 50'180 | 50'180 | 49'588 | 49'588 | 102'174 CHF | 103'167 CHF | 99.60% | 99.60% |
08.07.2024 | 1.00% | 2.00 CHF | 2.02 CHF | 50'660 | 50'660 | 50'136 | 50'136 | 100'310 CHF | 101'314 CHF | 99.98% | 99.98% |
05.07.2024 | 0.98% | 2.00 CHF | 2.02 CHF | 50'590 | 50'590 | 49'793 | 49'793 | 102'435 CHF | 103'431 CHF | 99.89% | 99.89% |
04.07.2024 | 1.03% | 1.99 CHF | 2.01 CHF | 49'080 | 49'080 | 48'809 | 48'809 | 95'414 CHF | 96'392 CHF | 100.00% | 100.00% |
03.07.2024 | 0.95% | 2.10 CHF | 2.12 CHF | 47'000 | 47'000 | 46'333 | 46'333 | 98'548 CHF | 99'476 CHF | 100.00% | 100.00% |
02.07.2024 | 0.93% | 2.18 CHF | 2.20 CHF | 45'420 | 45'420 | 45'150 | 45'150 | 97'314 CHF | 98'218 CHF | 99.68% | 99.68% |