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 | 0.53% | 1.90 CHF | 1.91 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 153'383 CHF | 154'192 CHF | 100.00% | 100.00% |
12.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 155'361 CHF | 156'167 CHF | 100.00% | 100.00% |
11.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 82'000 | 82'000 | 81'609 | 81'609 | 151'169 CHF | 151'986 CHF | 100.00% | 100.00% |
10.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 152'553 CHF | 153'364 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 154'442 CHF | 155'253 CHF | 100.00% | 100.00% |
08.07.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 163'270 CHF | 164'061 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 165'150 CHF | 165'932 CHF | 99.81% | 99.81% |
04.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 78'000 | 78'000 | 78'602 | 78'602 | 165'368 CHF | 166'155 CHF | 99.49% | 99.49% |
03.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 79'000 | 79'000 | 79'224 | 79'224 | 161'396 CHF | 162'188 CHF | 99.37% | 99.37% |
02.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 158'067 CHF | 158'870 CHF | 100.00% | 100.00% |