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 | 0.47% | 2.19 CHF | 2.20 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 105'172 CHF | 105'663 CHF | 99.99% | 99.99% |
12.07.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 49'000 | 49'000 | 49'027 | 49'027 | 105'164 CHF | 105'654 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 49'756 | 49'756 | 105'027 CHF | 105'525 CHF | 99.99% | 99.99% |
10.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'065 | 50'065 | 103'076 CHF | 103'577 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 1.97 CHF | 1.98 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 101'916 CHF | 102'420 CHF | 99.99% | 99.99% |
08.07.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 109'163 CHF | 109'650 CHF | 99.99% | 99.99% |
05.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 48'000 | 48'000 | 48'216 | 48'216 | 109'501 CHF | 109'983 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 111'075 CHF | 111'555 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 107'195 CHF | 107'685 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 51'000 | 51'000 | 50'910 | 50'910 | 101'870 CHF | 102'379 CHF | 99.99% | 99.99% |