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 | 0.36% | 2.73 CHF | 2.74 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 131'871 CHF | 132'351 CHF | 99.99% | 99.99% |
12.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 131'570 CHF | 132'050 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 48'000 | 48'000 | 47'975 | 47'975 | 131'464 CHF | 131'944 CHF | 99.98% | 99.98% |
10.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 48'000 | 48'000 | 48'162 | 48'162 | 130'115 CHF | 130'596 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 48'000 | 48'000 | 48'400 | 48'400 | 130'218 CHF | 130'702 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 48'000 | 48'000 | 48'171 | 48'171 | 130'386 CHF | 130'867 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 48'000 | 48'000 | 48'276 | 48'276 | 129'867 CHF | 130'350 CHF | 100.00% | 100.00% |
04.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 129'845 CHF | 130'325 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 48'000 | 48'000 | 49'534 | 49'534 | 132'313 CHF | 132'808 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 136'349 CHF | 136'869 CHF | 99.99% | 99.99% |