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% | 2.04 CHF | 2.05 CHF | 35'400 | 35'400 | 35'381 | 35'381 | 72'734 CHF | 73'088 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 1.96 CHF | 1.97 CHF | 31'300 | 31'300 | 31'484 | 31'484 | 65'122 CHF | 65'437 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.13 CHF | 2.14 CHF | 29'600 | 29'600 | 29'478 | 29'478 | 65'434 CHF | 65'728 CHF | 99.97% | 99.97% |
10.07.2024 | 0.41% | 2.29 CHF | 2.30 CHF | 30'500 | 30'500 | 30'764 | 30'764 | 75'350 CHF | 75'657 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 31'100 | 31'100 | 31'016 | 31'016 | 71'947 CHF | 72'257 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 31'300 | 31'300 | 31'171 | 31'171 | 69'676 CHF | 69'988 CHF | 99.99% | 99.99% |
05.07.2024 | 0.47% | 2.25 CHF | 2.26 CHF | 33'300 | 33'300 | 33'100 | 33'100 | 69'860 CHF | 70'191 CHF | 99.82% | 99.82% |
04.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 30'200 | 30'200 | 30'055 | 30'055 | 64'461 CHF | 64'761 CHF | 99.50% | 99.50% |
03.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 28'300 | 28'300 | 28'183 | 28'183 | 63'692 CHF | 63'974 CHF | 99.36% | 99.36% |
02.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 29'700 | 29'700 | 29'577 | 29'577 | 75'742 CHF | 76'038 CHF | 99.97% | 99.97% |