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 | 0.41% | 2.44 CHF | 2.45 CHF | 72'000 | 72'000 | 72'085 | 72'085 | 175'885 CHF | 176'605 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 184'933 CHF | 185'633 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 70'000 | 70'000 | 70'359 | 70'359 | 183'087 CHF | 183'791 CHF | 99.83% | 99.83% |
10.07.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 176'794 CHF | 177'514 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 72'000 | 72'000 | 71'913 | 71'913 | 179'115 CHF | 179'835 CHF | 99.74% | 99.74% |
08.07.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 179'458 CHF | 180'178 CHF | 99.99% | 99.99% |
05.07.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 72'000 | 72'000 | 70'596 | 70'596 | 182'362 CHF | 183'068 CHF | 99.81% | 99.81% |
04.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 72'000 | 72'000 | 71'319 | 71'319 | 184'046 CHF | 184'760 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 72'000 | 72'000 | 70'496 | 70'496 | 183'763 CHF | 184'468 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 70'000 | 70'000 | 70'565 | 70'565 | 183'228 CHF | 183'933 CHF | 100.00% | 100.00% |