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 | 0.48% | 2.08 CHF | 2.09 CHF | 72'000 | 72'000 | 72'084 | 72'084 | 150'402 CHF | 151'123 CHF | 99.99% | 99.99% |
12.07.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 160'198 CHF | 160'898 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 70'000 | 70'000 | 70'363 | 70'363 | 158'199 CHF | 158'903 CHF | 99.80% | 99.80% |
10.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 151'362 CHF | 152'082 CHF | 99.99% | 99.99% |
09.07.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 72'000 | 72'000 | 71'914 | 71'914 | 153'707 CHF | 154'427 CHF | 99.73% | 99.73% |
08.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 154'075 CHF | 154'795 CHF | 99.99% | 99.99% |
05.07.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 72'000 | 72'000 | 70'596 | 70'596 | 157'474 CHF | 158'180 CHF | 99.80% | 99.80% |
04.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 72'000 | 72'000 | 71'319 | 71'319 | 158'831 CHF | 159'544 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 72'000 | 72'000 | 70'497 | 70'497 | 158'895 CHF | 159'600 CHF | 100.00% | 100.00% |
02.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 70'000 | 70'000 | 70'565 | 70'565 | 158'347 CHF | 159'052 CHF | 99.99% | 99.99% |