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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.38% | 2.76 CHF | 2.77 CHF | 49'000 | 49'000 | 49'552 | 49'552 | 131'910 CHF | 132'405 CHF | 99.96% | 99.96% |
24.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 49'000 | 49'000 | 48'836 | 48'836 | 133'021 CHF | 133'509 CHF | 100.00% | 100.00% |
23.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 48'000 | 48'000 | 47'992 | 47'992 | 134'533 CHF | 135'013 CHF | 100.00% | 100.00% |
22.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 48'000 | 48'000 | 48'375 | 48'375 | 132'870 CHF | 133'354 CHF | 100.00% | 100.00% |
19.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 129'570 CHF | 130'060 CHF | 99.97% | 99.97% |
18.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 131'609 CHF | 132'099 CHF | 99.99% | 99.99% |
17.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 49'000 | 49'000 | 48'772 | 48'772 | 129'135 CHF | 129'625 CHF | 99.27% | 99.27% |
16.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 49'000 | 49'000 | 49'072 | 49'072 | 127'850 CHF | 128'341 CHF | 99.99% | 99.99% |
15.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 128'271 CHF | 128'762 CHF | 99.98% | 99.98% |
12.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 49'000 | 49'000 | 49'027 | 49'027 | 128'167 CHF | 128'658 CHF | 100.00% | 100.00% |