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 | 149'624 CHF | 151'066 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 2.10 CHF | 2.12 CHF | 72'000 | 72'000 | 72'088 | 72'088 | 148'635 CHF | 150'077 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 2.06 CHF | 2.08 CHF | 72'000 | 72'000 | 72'849 | 72'849 | 145'595 CHF | 147'053 CHF | 100.00% | 100.00% |
10.07.2024 | 1.04% | 1.92 CHF | 1.94 CHF | 74'000 | 74'000 | 74'011 | 74'011 | 141'221 CHF | 142'701 CHF | 100.00% | 100.00% |
09.07.2024 | 1.04% | 1.87 CHF | 1.89 CHF | 75'000 | 75'000 | 74'164 | 74'164 | 142'458 CHF | 143'941 CHF | 99.75% | 99.75% |
08.07.2024 | 1.04% | 1.91 CHF | 1.93 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 142'234 CHF | 143'714 CHF | 99.27% | 99.27% |
05.07.2024 | 1.01% | 1.92 CHF | 1.94 CHF | 74'000 | 74'000 | 73'459 | 73'459 | 144'232 CHF | 145'702 CHF | 99.99% | 99.99% |
04.07.2024 | 1.03% | 1.95 CHF | 1.97 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 143'584 CHF | 145'064 CHF | 99.61% | 99.61% |
03.07.2024 | 1.04% | 1.91 CHF | 1.93 CHF | 74'000 | 74'000 | 74'241 | 74'241 | 142'076 CHF | 143'561 CHF | 100.00% | 100.00% |
02.07.2024 | 1.09% | 1.85 CHF | 1.87 CHF | 75'000 | 75'000 | 75'421 | 75'421 | 137'804 CHF | 139'312 CHF | 100.00% | 100.00% |