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 | 0.42% | 2.35 CHF | 2.36 CHF | 47'000 | 47'000 | 45'960 | 45'960 | 109'582 CHF | 110'043 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 47'000 | 47'000 | 45'847 | 45'847 | 109'737 CHF | 110'195 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 2.42 CHF | 2.43 CHF | 46'000 | 46'000 | 46'268 | 46'268 | 109'389 CHF | 109'852 CHF | 99.56% | 99.56% |
10.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 47'000 | 47'000 | 46'769 | 46'769 | 106'016 CHF | 106'484 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 47'000 | 47'000 | 46'508 | 46'508 | 107'795 CHF | 108'261 CHF | 99.55% | 99.55% |
08.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 48'000 | 48'000 | 47'420 | 47'420 | 106'185 CHF | 106'660 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 48'000 | 48'000 | 47'542 | 47'542 | 106'405 CHF | 106'881 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 48'000 | 48'000 | 47'567 | 47'567 | 105'191 CHF | 105'667 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 48'000 | 48'000 | 47'702 | 47'702 | 104'476 CHF | 104'954 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 49'000 | 49'000 | 49'343 | 49'343 | 99'651 CHF | 100'145 CHF | 100.00% | 100.00% |