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 | 0.49% | 2.03 CHF | 2.04 CHF | 114'000 | 114'000 | 113'481 | 113'481 | 231'933 CHF | 233'068 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 112'000 | 112'000 | 111'526 | 111'526 | 234'244 CHF | 235'359 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 112'000 | 112'000 | 113'323 | 113'323 | 231'370 CHF | 232'503 CHF | 99.99% | 99.99% |
10.07.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 114'000 | 114'000 | 115'903 | 115'903 | 224'945 CHF | 226'104 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 118'000 | 118'000 | 116'882 | 116'882 | 223'235 CHF | 224'404 CHF | 100.00% | 100.00% |
08.07.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 118'000 | 118'000 | 117'467 | 117'467 | 223'859 CHF | 225'033 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 118'000 | 118'000 | 115'871 | 115'871 | 225'729 CHF | 226'888 CHF | 99.80% | 99.80% |
04.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 116'000 | 116'000 | 115'890 | 115'890 | 224'223 CHF | 225'382 CHF | 99.49% | 99.49% |
03.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 116'000 | 116'000 | 115'519 | 115'519 | 227'233 CHF | 228'388 CHF | 99.35% | 99.35% |
02.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 118'000 | 118'000 | 117'471 | 117'471 | 223'313 CHF | 224'487 CHF | 99.99% | 99.99% |