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 | 0.85% | 2.36 CHF | 2.38 CHF | 97'000 | 97'000 | 96'255 | 96'255 | 224'381 CHF | 226'306 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 2.34 CHF | 2.36 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 223'637 CHF | 225'562 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 2.30 CHF | 2.32 CHF | 96'000 | 96'000 | 96'683 | 96'683 | 227'694 CHF | 229'629 CHF | 99.98% | 99.98% |
10.07.2024 | 0.81% | 2.42 CHF | 2.44 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 241'914 CHF | 243'887 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 2.46 CHF | 2.48 CHF | 99'000 | 99'000 | 97'597 | 97'597 | 234'533 CHF | 236'487 CHF | 99.76% | 99.76% |
08.07.2024 | 0.80% | 2.50 CHF | 2.52 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 245'768 CHF | 247'750 CHF | 99.30% | 99.30% |
05.07.2024 | 0.80% | 2.49 CHF | 2.51 CHF | 99'000 | 99'000 | 99'200 | 99'200 | 246'559 CHF | 248'543 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 2.50 CHF | 2.52 CHF | 100'000 | 100'000 | 99'748 | 99'748 | 250'598 CHF | 252'592 CHF | 99.63% | 99.63% |
03.07.2024 | 0.79% | 2.54 CHF | 2.56 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 253'848 CHF | 255'851 CHF | 100.00% | 100.00% |
02.07.2024 | 0.74% | 2.66 CHF | 2.68 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 280'558 CHF | 282'632 CHF | 100.00% | 100.00% |