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% | 2.05 CHF | 2.06 CHF | 82'000 | 82'000 | 81'620 | 81'620 | 167'632 CHF | 168'449 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 169'670 CHF | 170'487 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 82'000 | 82'000 | 82'031 | 82'031 | 172'278 CHF | 173'099 CHF | 99.99% | 99.99% |
10.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 167'813 CHF | 168'630 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 86'000 | 86'000 | 85'645 | 85'645 | 189'732 CHF | 190'588 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 86'000 | 86'000 | 85'491 | 85'491 | 188'235 CHF | 189'090 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 86'000 | 86'000 | 85'792 | 85'792 | 192'721 CHF | 193'579 CHF | 99.82% | 99.82% |
04.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 88'000 | 88'000 | 89'011 | 89'011 | 209'276 CHF | 210'166 CHF | 99.50% | 99.50% |
03.07.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 90'000 | 90'000 | 88'423 | 88'423 | 207'313 CHF | 208'198 CHF | 99.36% | 99.36% |
02.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 90'000 | 90'000 | 91'666 | 91'666 | 223'728 CHF | 224'644 CHF | 99.43% | 99.43% |