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% | 2.09 CHF | 2.10 CHF | 36'500 | 36'500 | 36'563 | 36'563 | 76'296 CHF | 76'661 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 36'100 | 36'100 | 35'951 | 35'951 | 77'283 CHF | 77'643 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 35'900 | 35'900 | 36'020 | 36'020 | 75'930 CHF | 76'290 CHF | 99.99% | 99.99% |
10.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 36'100 | 36'100 | 35'957 | 35'957 | 78'181 CHF | 78'541 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 33'800 | 33'800 | 33'634 | 33'634 | 74'762 CHF | 75'099 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 31'600 | 31'600 | 31'470 | 31'470 | 74'782 CHF | 75'097 CHF | 99.99% | 99.99% |
05.07.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 34'300 | 34'300 | 34'696 | 34'696 | 84'719 CHF | 85'066 CHF | 99.24% | 99.24% |
04.07.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 45'000 | 45'000 | 45'459 | 45'459 | 96'666 CHF | 97'121 CHF | 99.50% | 99.50% |
03.07.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 53'100 | 53'100 | 53'463 | 53'463 | 82'382 CHF | 82'917 CHF | 99.36% | 99.36% |
02.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 53'300 | 53'300 | 53'146 | 53'146 | 73'623 CHF | 74'154 CHF | 99.99% | 99.99% |