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 | 0.58% | 2.50 CHF | 2.51 CHF | 78'800 | 78'800 | 35'729 | 35'729 | 91'845 CHF | 92'307 CHF | 100.00% | 100.00% |
12.07.2024 | 0.61% | 2.64 CHF | 2.65 CHF | 82'000 | 82'000 | 36'954 | 36'954 | 94'625 CHF | 95'104 CHF | 99.84% | 99.84% |
11.07.2024 | 0.66% | 2.48 CHF | 2.49 CHF | 89'700 | 89'700 | 40'960 | 40'960 | 96'626 CHF | 97'158 CHF | 99.88% | 99.88% |
10.07.2024 | 0.70% | 2.20 CHF | 2.21 CHF | 94'800 | 94'800 | 42'789 | 42'789 | 93'506 CHF | 94'060 CHF | 100.00% | 100.00% |
09.07.2024 | 0.68% | 2.17 CHF | 2.18 CHF | 92'700 | 92'700 | 41'853 | 41'853 | 92'651 CHF | 93'193 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 2.29 CHF | 2.30 CHF | 92'900 | 92'900 | 41'974 | 41'974 | 94'274 CHF | 94'817 CHF | 100.00% | 100.00% |
05.07.2024 | 0.68% | 2.23 CHF | 2.24 CHF | 92'700 | 92'700 | 41'863 | 41'863 | 93'371 CHF | 93'912 CHF | 100.00% | 100.00% |
04.07.2024 | 0.68% | 2.25 CHF | 2.26 CHF | 37'200 | 37'200 | 29'811 | 29'811 | 67'050 CHF | 67'472 CHF | 100.00% | 100.00% |
03.07.2024 | 0.73% | 2.20 CHF | 2.21 CHF | 97'600 | 97'600 | 44'717 | 44'717 | 95'559 CHF | 96'140 CHF | 100.00% | 100.00% |
02.07.2024 | 0.73% | 2.07 CHF | 2.08 CHF | 99'100 | 99'100 | 44'748 | 44'748 | 93'828 CHF | 94'407 CHF | 100.00% | 100.00% |