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 | 0.38% | 2.71 CHF | 2.72 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 130'602 CHF | 131'093 CHF | 99.99% | 99.99% |
12.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 49'000 | 49'000 | 49'026 | 49'026 | 130'494 CHF | 130'984 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 49'758 | 49'758 | 130'760 CHF | 131'258 CHF | 99.99% | 99.99% |
10.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'066 | 50'066 | 128'867 CHF | 129'367 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 2.48 CHF | 2.49 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 127'849 CHF | 128'352 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 134'251 CHF | 134'739 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 48'000 | 48'000 | 48'217 | 48'217 | 134'360 CHF | 134'843 CHF | 100.00% | 100.00% |
04.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 135'791 CHF | 136'271 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 132'402 CHF | 132'892 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 51'000 | 51'000 | 50'910 | 50'910 | 127'974 CHF | 128'483 CHF | 99.99% | 99.99% |