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 | 165'217 CHF | 166'659 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 2.32 CHF | 2.34 CHF | 72'000 | 72'000 | 72'088 | 72'088 | 164'247 CHF | 165'688 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 2.27 CHF | 2.29 CHF | 72'000 | 72'000 | 72'851 | 72'851 | 161'376 CHF | 162'834 CHF | 100.00% | 100.00% |
10.07.2024 | 0.94% | 2.14 CHF | 2.16 CHF | 74'000 | 74'000 | 74'011 | 74'011 | 157'222 CHF | 158'702 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 2.09 CHF | 2.11 CHF | 75'000 | 75'000 | 74'164 | 74'164 | 158'447 CHF | 159'930 CHF | 99.77% | 99.77% |
08.07.2024 | 0.93% | 2.13 CHF | 2.15 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 158'264 CHF | 159'744 CHF | 99.31% | 99.31% |
05.07.2024 | 0.91% | 2.14 CHF | 2.16 CHF | 74'000 | 74'000 | 73'459 | 73'459 | 160'091 CHF | 161'561 CHF | 99.99% | 99.99% |
04.07.2024 | 0.92% | 2.17 CHF | 2.19 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 159'620 CHF | 161'100 CHF | 99.65% | 99.65% |
03.07.2024 | 0.93% | 2.13 CHF | 2.15 CHF | 74'000 | 74'000 | 74'241 | 74'241 | 158'104 CHF | 159'589 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 2.06 CHF | 2.08 CHF | 75'000 | 75'000 | 75'421 | 75'421 | 154'080 CHF | 155'588 CHF | 100.00% | 100.00% |