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 | 0.87% | 2.25 CHF | 2.27 CHF | 73'000 | 73'000 | 72'104 | 72'104 | 165'392 CHF | 166'835 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 2.32 CHF | 2.34 CHF | 72'000 | 72'000 | 72'088 | 72'088 | 164'413 CHF | 165'854 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 2.28 CHF | 2.30 CHF | 72'000 | 72'000 | 72'848 | 72'848 | 161'491 CHF | 162'948 CHF | 99.98% | 99.98% |
10.07.2024 | 0.94% | 2.14 CHF | 2.16 CHF | 74'000 | 74'000 | 74'011 | 74'011 | 157'356 CHF | 158'836 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 2.09 CHF | 2.11 CHF | 75'000 | 75'000 | 74'164 | 74'164 | 158'600 CHF | 160'083 CHF | 99.72% | 99.72% |
08.07.2024 | 0.93% | 2.13 CHF | 2.15 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 158'397 CHF | 159'877 CHF | 99.28% | 99.28% |
05.07.2024 | 0.91% | 2.14 CHF | 2.16 CHF | 74'000 | 74'000 | 73'459 | 73'459 | 160'258 CHF | 161'728 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 2.17 CHF | 2.19 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 159'707 CHF | 161'187 CHF | 99.61% | 99.61% |
03.07.2024 | 0.93% | 2.13 CHF | 2.15 CHF | 74'000 | 74'000 | 74'241 | 74'241 | 158'226 CHF | 159'711 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 2.06 CHF | 2.08 CHF | 75'000 | 75'000 | 75'421 | 75'421 | 154'192 CHF | 155'701 CHF | 99.99% | 99.99% |