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% | 2.37 CHF | 2.38 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 114'227 CHF | 114'718 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 49'000 | 49'000 | 49'026 | 49'026 | 114'150 CHF | 114'640 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 49'757 | 49'757 | 114'176 CHF | 114'673 CHF | 99.98% | 99.98% |
10.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'066 | 50'066 | 112'233 CHF | 112'733 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 111'110 CHF | 111'614 CHF | 99.99% | 99.99% |
08.07.2024 | 0.41% | 2.35 CHF | 2.36 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 118'056 CHF | 118'544 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 48'000 | 48'000 | 48'217 | 48'217 | 118'321 CHF | 118'803 CHF | 99.99% | 99.99% |
04.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 119'829 CHF | 120'309 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 116'146 CHF | 116'636 CHF | 99.99% | 99.99% |
02.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 51'000 | 51'000 | 50'910 | 50'910 | 111'139 CHF | 111'648 CHF | 99.99% | 99.99% |