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 | 0.81% | 2.49 CHF | 2.51 CHF | 97'000 | 97'000 | 96'255 | 96'255 | 236'791 CHF | 238'716 CHF | 99.99% | 99.99% |
12.07.2024 | 0.81% | 2.47 CHF | 2.49 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 236'061 CHF | 237'985 CHF | 99.99% | 99.99% |
11.07.2024 | 0.80% | 2.43 CHF | 2.45 CHF | 96'000 | 96'000 | 96'683 | 96'683 | 240'167 CHF | 242'102 CHF | 99.98% | 99.98% |
10.07.2024 | 0.77% | 2.55 CHF | 2.57 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 254'611 CHF | 256'584 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 2.59 CHF | 2.61 CHF | 99'000 | 99'000 | 97'660 | 97'660 | 247'287 CHF | 249'240 CHF | 99.73% | 99.73% |
08.07.2024 | 0.76% | 2.63 CHF | 2.65 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 258'519 CHF | 260'500 CHF | 99.31% | 99.31% |
05.07.2024 | 0.76% | 2.61 CHF | 2.63 CHF | 99'000 | 99'000 | 99'200 | 99'200 | 259'259 CHF | 261'243 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 2.63 CHF | 2.65 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 263'406 CHF | 265'401 CHF | 99.61% | 99.61% |
03.07.2024 | 0.75% | 2.67 CHF | 2.69 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 266'728 CHF | 268'732 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 2.79 CHF | 2.81 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 293'736 CHF | 295'810 CHF | 99.99% | 99.99% |