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 | 0.96% | 2.03 CHF | 2.05 CHF | 73'000 | 73'000 | 72'104 | 72'104 | 149'364 CHF | 150'806 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 2.10 CHF | 2.12 CHF | 72'000 | 72'000 | 72'088 | 72'088 | 148'416 CHF | 149'858 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 2.05 CHF | 2.07 CHF | 72'000 | 72'000 | 72'849 | 72'849 | 145'346 CHF | 146'804 CHF | 100.00% | 100.00% |
10.07.2024 | 1.04% | 1.92 CHF | 1.94 CHF | 74'000 | 74'000 | 74'011 | 74'011 | 140'916 CHF | 142'396 CHF | 100.00% | 100.00% |
09.07.2024 | 1.04% | 1.87 CHF | 1.89 CHF | 75'000 | 75'000 | 74'164 | 74'164 | 142'115 CHF | 143'598 CHF | 99.74% | 99.74% |
08.07.2024 | 1.04% | 1.91 CHF | 1.93 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 141'980 CHF | 143'460 CHF | 99.32% | 99.32% |
05.07.2024 | 1.02% | 1.92 CHF | 1.94 CHF | 74'000 | 74'000 | 73'459 | 73'459 | 143'933 CHF | 145'402 CHF | 99.99% | 99.99% |
04.07.2024 | 1.03% | 1.95 CHF | 1.97 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 143'335 CHF | 144'815 CHF | 99.59% | 99.59% |
03.07.2024 | 1.04% | 1.91 CHF | 1.93 CHF | 74'000 | 74'000 | 74'241 | 74'241 | 141'770 CHF | 143'255 CHF | 100.00% | 100.00% |
02.07.2024 | 1.09% | 1.84 CHF | 1.86 CHF | 75'000 | 75'000 | 75'421 | 75'421 | 137'466 CHF | 138'975 CHF | 100.00% | 100.00% |