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 | 0.54% | 1.84 CHF | 1.85 CHF | 82'000 | 82'000 | 81'620 | 81'620 | 150'823 CHF | 151'640 CHF | 100.00% | 100.00% |
12.07.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 152'884 CHF | 153'701 CHF | 100.00% | 100.00% |
11.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 82'000 | 82'000 | 82'030 | 82'030 | 155'376 CHF | 156'197 CHF | 99.99% | 99.99% |
10.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 151'055 CHF | 151'871 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 86'000 | 86'000 | 85'646 | 85'646 | 172'092 CHF | 172'948 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 86'000 | 86'000 | 85'491 | 85'491 | 170'560 CHF | 171'415 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 86'000 | 86'000 | 85'791 | 85'791 | 175'026 CHF | 175'884 CHF | 99.81% | 99.81% |
04.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 88'000 | 88'000 | 89'011 | 89'011 | 190'859 CHF | 191'749 CHF | 99.50% | 99.50% |
03.07.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 90'000 | 90'000 | 88'423 | 88'423 | 188'990 CHF | 189'875 CHF | 99.37% | 99.37% |
02.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 90'000 | 90'000 | 91'665 | 91'665 | 204'782 CHF | 205'699 CHF | 99.43% | 99.43% |