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 | 0.79% | 2.42 CHF | 2.44 CHF | 53'500 | 53'500 | 52'719 | 52'719 | 132'150 CHF | 133'204 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 2.53 CHF | 2.55 CHF | 52'200 | 52'200 | 52'020 | 52'020 | 133'484 CHF | 134'524 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 2.74 CHF | 2.76 CHF | 51'900 | 51'900 | 49'683 | 49'683 | 132'074 CHF | 133'068 CHF | 99.99% | 99.99% |
10.07.2024 | 0.71% | 2.66 CHF | 2.68 CHF | 48'200 | 48'200 | 47'302 | 47'302 | 132'105 CHF | 133'051 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 2.90 CHF | 2.92 CHF | 46'800 | 46'800 | 46'269 | 46'269 | 130'590 CHF | 131'517 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 2.82 CHF | 2.84 CHF | 46'000 | 46'000 | 47'322 | 47'322 | 136'465 CHF | 137'412 CHF | 99.99% | 99.99% |
05.07.2024 | 0.72% | 2.82 CHF | 2.84 CHF | 48'200 | 48'200 | 47'181 | 47'181 | 131'093 CHF | 132'036 CHF | 99.78% | 99.78% |
04.07.2024 | 0.71% | 2.76 CHF | 2.78 CHF | 46'600 | 46'600 | 46'660 | 46'660 | 130'225 CHF | 131'158 CHF | 100.00% | 100.00% |
03.07.2024 | 0.71% | 2.74 CHF | 2.76 CHF | 46'700 | 46'700 | 44'787 | 44'787 | 126'012 CHF | 126'908 CHF | 100.00% | 100.00% |
02.07.2024 | 0.66% | 2.96 CHF | 2.98 CHF | 43'500 | 43'500 | 43'140 | 43'140 | 130'903 CHF | 131'766 CHF | 99.99% | 99.99% |