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 | 0.48% | 2.10 CHF | 2.11 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 169'281 CHF | 170'090 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 171'240 CHF | 172'046 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 82'000 | 82'000 | 81'613 | 81'613 | 167'230 CHF | 168'047 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 168'415 CHF | 169'226 CHF | 100.00% | 100.00% |
09.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 170'324 CHF | 171'136 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 79'000 | 79'000 | 79'016 | 79'016 | 178'677 CHF | 179'467 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 180'539 CHF | 181'322 CHF | 99.81% | 99.81% |
04.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 180'815 CHF | 181'601 CHF | 99.49% | 99.49% |
03.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 176'883 CHF | 177'675 CHF | 99.35% | 99.35% |
02.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 173'736 CHF | 174'540 CHF | 99.99% | 99.99% |