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 | 0.34% | 2.94 CHF | 2.95 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 142'155 CHF | 142'646 CHF | 99.99% | 99.99% |
12.07.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 49'000 | 49'000 | 49'026 | 49'026 | 142'008 CHF | 142'498 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 50'000 | 50'000 | 49'756 | 49'756 | 142'375 CHF | 142'873 CHF | 100.00% | 100.00% |
10.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 50'000 | 50'000 | 50'065 | 50'065 | 140'589 CHF | 141'090 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 139'643 CHF | 140'146 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 2.92 CHF | 2.93 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 145'602 CHF | 146'089 CHF | 100.00% | 100.00% |
05.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 48'000 | 48'000 | 48'216 | 48'216 | 145'609 CHF | 146'091 CHF | 100.00% | 100.00% |
04.07.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 147'021 CHF | 147'501 CHF | 100.00% | 100.00% |
03.07.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 143'895 CHF | 144'385 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 51'000 | 51'000 | 50'910 | 50'910 | 139'818 CHF | 140'327 CHF | 100.00% | 100.00% |