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 | 0.45% | 2.22 CHF | 2.23 CHF | 71'000 | 71'000 | 71'085 | 71'085 | 157'684 CHF | 158'395 CHF | 99.99% | 99.99% |
12.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 167'178 CHF | 167'868 CHF | 100.00% | 100.00% |
11.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 69'000 | 69'000 | 69'362 | 69'362 | 165'236 CHF | 165'930 CHF | 99.83% | 99.83% |
10.07.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 158'638 CHF | 159'348 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 71'000 | 71'000 | 70'915 | 70'915 | 160'987 CHF | 161'697 CHF | 99.74% | 99.74% |
08.07.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 161'314 CHF | 162'024 CHF | 99.99% | 99.99% |
05.07.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 71'000 | 71'000 | 69'596 | 69'596 | 164'516 CHF | 165'212 CHF | 99.81% | 99.81% |
04.07.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 71'000 | 71'000 | 70'319 | 70'319 | 166'011 CHF | 166'715 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 71'000 | 71'000 | 69'497 | 69'497 | 165'913 CHF | 166'608 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 69'000 | 69'000 | 69'567 | 69'567 | 165'376 CHF | 166'072 CHF | 99.98% | 99.98% |