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 | 0.47% | 1.98 CHF | 1.99 CHF | 37'000 | 37'000 | 36'272 | 36'272 | 76'345 CHF | 76'708 CHF | 99.97% | 99.97% |
12.07.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 36'800 | 36'800 | 37'080 | 37'080 | 80'898 CHF | 81'269 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 37'900 | 37'900 | 38'174 | 38'174 | 79'647 CHF | 80'029 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 39'800 | 39'800 | 39'782 | 39'782 | 81'822 CHF | 82'220 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 40'300 | 40'300 | 39'865 | 39'865 | 78'473 CHF | 78'871 CHF | 99.99% | 99.99% |
08.07.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 38'900 | 38'900 | 38'649 | 38'649 | 78'919 CHF | 79'305 CHF | 99.99% | 99.99% |
05.07.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 39'900 | 39'900 | 39'325 | 39'325 | 81'699 CHF | 82'092 CHF | 99.81% | 99.81% |
04.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 40'700 | 40'700 | 40'517 | 40'517 | 81'051 CHF | 81'456 CHF | 99.49% | 99.49% |
03.07.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 40'900 | 40'900 | 40'387 | 40'387 | 80'146 CHF | 80'550 CHF | 99.90% | 99.90% |
02.07.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 40'200 | 40'200 | 40'223 | 40'223 | 76'374 CHF | 76'776 CHF | 99.99% | 99.99% |