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 | 0.51% | 2.01 CHF | 2.02 CHF | 47'000 | 47'000 | 45'982 | 45'982 | 90'849 CHF | 91'309 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 47'000 | 47'000 | 45'889 | 45'889 | 90'391 CHF | 90'850 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 46'000 | 46'000 | 46'251 | 46'251 | 92'456 CHF | 92'919 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 47'000 | 47'000 | 46'747 | 46'747 | 98'095 CHF | 98'562 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 47'000 | 47'000 | 46'505 | 46'505 | 95'283 CHF | 95'748 CHF | 99.55% | 99.55% |
08.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 48'000 | 48'000 | 47'408 | 47'408 | 100'872 CHF | 101'346 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 48'000 | 48'000 | 47'543 | 47'543 | 101'358 CHF | 101'833 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 48'000 | 48'000 | 47'575 | 47'575 | 102'800 CHF | 103'276 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 48'000 | 48'000 | 47'701 | 47'701 | 104'114 CHF | 104'592 CHF | 99.83% | 99.83% |
02.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 49'000 | 49'000 | 49'354 | 49'354 | 116'228 CHF | 116'722 CHF | 99.99% | 99.99% |