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% | 2.52 CHF | 2.53 CHF | 92'700 | 92'700 | 93'121 | 93'121 | 234'942 CHF | 235'874 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 93'500 | 93'500 | 95'413 | 95'413 | 238'305 CHF | 239'259 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.55 CHF | 2.56 CHF | 96'700 | 96'700 | 96'700 | 96'700 | 238'018 CHF | 238'985 CHF | 99.99% | 99.99% |
10.07.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 96'700 | 96'700 | 96'581 | 96'581 | 233'427 CHF | 234'393 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 96'600 | 96'600 | 94'868 | 94'868 | 229'990 CHF | 230'939 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 93'900 | 93'900 | 95'882 | 95'882 | 239'555 CHF | 240'514 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 97'300 | 97'300 | 97'720 | 97'720 | 237'121 CHF | 238'098 CHF | 100.00% | 100.00% |
04.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 98'000 | 98'000 | 100'874 | 100'874 | 238'532 CHF | 239'540 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 102'800 | 102'800 | 103'219 | 103'219 | 237'678 CHF | 238'710 CHF | 99.99% | 99.99% |
02.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 103'500 | 103'500 | 101'159 | 101'159 | 229'064 CHF | 230'075 CHF | 100.00% | 100.00% |