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 | 0.90% | 2.11 CHF | 2.13 CHF | 38'100 | 38'100 | 36'964 | 36'964 | 81'970 CHF | 82'710 CHF | 99.97% | 99.97% |
12.07.2024 | 0.88% | 2.18 CHF | 2.20 CHF | 35'400 | 35'400 | 34'448 | 34'448 | 77'846 CHF | 78'535 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 2.40 CHF | 2.42 CHF | 37'000 | 37'000 | 37'205 | 37'205 | 85'537 CHF | 86'281 CHF | 100.00% | 100.00% |
10.07.2024 | 0.90% | 2.17 CHF | 2.19 CHF | 37'600 | 37'600 | 36'788 | 36'788 | 81'223 CHF | 81'958 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 2.23 CHF | 2.25 CHF | 36'000 | 36'000 | 35'961 | 35'961 | 82'666 CHF | 83'386 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 2.26 CHF | 2.28 CHF | 34'100 | 34'100 | 34'100 | 34'100 | 80'947 CHF | 81'629 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 2.42 CHF | 2.44 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 86'971 CHF | 87'691 CHF | 99.82% | 99.82% |
04.07.2024 | 0.88% | 2.27 CHF | 2.29 CHF | 38'600 | 38'600 | 38'803 | 38'803 | 87'370 CHF | 88'146 CHF | 99.50% | 99.50% |
03.07.2024 | 0.97% | 2.06 CHF | 2.08 CHF | 41'000 | 41'000 | 41'000 | 41'000 | 84'478 CHF | 85'298 CHF | 100.00% | 100.00% |
02.07.2024 | 1.06% | 1.97 CHF | 1.99 CHF | 42'500 | 42'500 | 43'718 | 43'718 | 81'877 CHF | 82'751 CHF | 99.99% | 99.99% |