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 | 0.95% | 2.13 CHF | 2.15 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 201'537 CHF | 203'462 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 2.10 CHF | 2.12 CHF | 96'000 | 96'000 | 96'228 | 96'228 | 200'778 CHF | 202'702 CHF | 100.00% | 100.00% |
11.07.2024 | 0.94% | 2.06 CHF | 2.08 CHF | 96'000 | 96'000 | 96'679 | 96'679 | 204'640 CHF | 206'575 CHF | 100.00% | 100.00% |
10.07.2024 | 0.90% | 2.18 CHF | 2.20 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 218'412 CHF | 220'385 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 2.23 CHF | 2.25 CHF | 99'000 | 99'000 | 97'661 | 97'661 | 211'428 CHF | 213'382 CHF | 99.74% | 99.74% |
08.07.2024 | 0.89% | 2.26 CHF | 2.28 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 222'134 CHF | 224'116 CHF | 99.32% | 99.32% |
05.07.2024 | 0.89% | 2.25 CHF | 2.27 CHF | 99'000 | 99'000 | 99'200 | 99'200 | 222'897 CHF | 224'881 CHF | 99.99% | 99.99% |
04.07.2024 | 0.88% | 2.26 CHF | 2.28 CHF | 100'000 | 100'000 | 99'748 | 99'748 | 226'746 CHF | 228'741 CHF | 99.63% | 99.63% |
03.07.2024 | 0.87% | 2.30 CHF | 2.32 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 229'917 CHF | 231'920 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 2.42 CHF | 2.44 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 255'720 CHF | 257'794 CHF | 100.00% | 100.00% |