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% | 2.05 CHF | 2.06 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 99'211 CHF | 99'691 CHF | 99.99% | 99.99% |
12.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 98'935 CHF | 99'415 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 48'000 | 48'000 | 47'973 | 47'973 | 99'003 CHF | 99'483 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 48'000 | 48'000 | 48'163 | 48'163 | 97'556 CHF | 98'038 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 48'000 | 48'000 | 48'401 | 48'401 | 97'540 CHF | 98'024 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 48'000 | 48'000 | 48'171 | 48'171 | 97'893 CHF | 98'374 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 48'000 | 48'000 | 48'276 | 48'276 | 97'267 CHF | 97'750 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 97'413 CHF | 97'893 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 48'000 | 48'000 | 49'534 | 49'534 | 98'843 CHF | 99'338 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 101'304 CHF | 101'824 CHF | 99.99% | 99.99% |