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 | 0.49% | 2.08 CHF | 2.09 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 99'759 CHF | 100'249 CHF | 99.99% | 99.99% |
12.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 49'000 | 49'000 | 49'026 | 49'026 | 99'765 CHF | 100'255 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 49'757 | 49'757 | 99'555 CHF | 100'053 CHF | 99.99% | 99.99% |
10.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'066 | 50'066 | 97'579 CHF | 98'080 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 1.86 CHF | 1.87 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 96'389 CHF | 96'893 CHF | 100.00% | 100.00% |
08.07.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 103'818 CHF | 104'305 CHF | 99.99% | 99.99% |
05.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 48'000 | 48'000 | 48'217 | 48'217 | 104'205 CHF | 104'687 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 105'800 CHF | 106'280 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 101'809 CHF | 102'299 CHF | 100.00% | 100.00% |
02.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 51'000 | 51'000 | 50'910 | 50'910 | 96'290 CHF | 96'800 CHF | 99.99% | 99.99% |