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 | 0.40% | 2.55 CHF | 2.56 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 122'796 CHF | 123'287 CHF | 99.99% | 99.99% |
12.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 49'000 | 49'000 | 49'026 | 49'026 | 122'705 CHF | 123'196 CHF | 99.99% | 99.99% |
11.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 49'759 | 49'759 | 122'866 CHF | 123'363 CHF | 99.99% | 99.99% |
10.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'065 | 50'065 | 120'938 CHF | 121'438 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 119'872 CHF | 120'375 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 2.53 CHF | 2.54 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 126'535 CHF | 127'022 CHF | 99.99% | 99.99% |
05.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 48'000 | 48'000 | 48'216 | 48'216 | 126'720 CHF | 127'202 CHF | 99.99% | 99.99% |
04.07.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 128'196 CHF | 128'676 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 124'638 CHF | 125'129 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 51'000 | 51'000 | 50'910 | 50'910 | 119'930 CHF | 120'439 CHF | 100.00% | 100.00% |