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 | 0.51% | 1.97 CHF | 1.98 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 158'940 CHF | 159'749 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 160'965 CHF | 161'771 CHF | 100.00% | 100.00% |
11.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 82'000 | 82'000 | 81'610 | 81'610 | 156'843 CHF | 157'660 CHF | 99.99% | 99.99% |
10.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 158'163 CHF | 158'974 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 160'064 CHF | 160'875 CHF | 100.00% | 100.00% |
08.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 79'000 | 79'000 | 79'016 | 79'016 | 168'619 CHF | 169'409 CHF | 99.99% | 99.99% |
05.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 170'550 CHF | 171'332 CHF | 99.80% | 99.80% |
04.07.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 170'819 CHF | 171'605 CHF | 99.49% | 99.49% |
03.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 166'871 CHF | 167'664 CHF | 99.35% | 99.35% |
02.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 163'615 CHF | 164'418 CHF | 100.00% | 100.00% |