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 | 0.43% | 2.30 CHF | 2.31 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 111'153 CHF | 111'633 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 110'849 CHF | 111'329 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 48'000 | 48'000 | 47'973 | 47'973 | 110'788 CHF | 111'268 CHF | 99.98% | 99.98% |
10.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 48'000 | 48'000 | 48'162 | 48'162 | 109'400 CHF | 109'881 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 48'000 | 48'000 | 48'401 | 48'401 | 109'523 CHF | 110'007 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 48'000 | 48'000 | 48'171 | 48'171 | 109'805 CHF | 110'287 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 48'000 | 48'000 | 48'276 | 48'276 | 109'094 CHF | 109'577 CHF | 100.00% | 100.00% |
04.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 109'195 CHF | 109'675 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 48'000 | 48'000 | 49'534 | 49'534 | 111'003 CHF | 111'498 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 114'163 CHF | 114'683 CHF | 100.00% | 100.00% |