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 | 0.46% | 2.15 CHF | 2.16 CHF | 82'000 | 82'000 | 81'620 | 81'620 | 175'869 CHF | 176'685 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 177'880 CHF | 178'696 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 82'000 | 82'000 | 82'033 | 82'033 | 180'505 CHF | 181'326 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 175'988 CHF | 176'805 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 86'000 | 86'000 | 85'646 | 85'646 | 198'303 CHF | 199'159 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 86'000 | 86'000 | 85'491 | 85'491 | 196'784 CHF | 197'639 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 86'000 | 86'000 | 85'791 | 85'791 | 201'383 CHF | 202'241 CHF | 99.82% | 99.82% |
04.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 88'000 | 88'000 | 89'011 | 89'011 | 218'224 CHF | 219'114 CHF | 99.50% | 99.50% |
03.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 90'000 | 90'000 | 88'423 | 88'423 | 216'206 CHF | 217'090 CHF | 99.36% | 99.36% |
02.07.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 90'000 | 90'000 | 91'665 | 91'665 | 232'929 CHF | 233'845 CHF | 99.43% | 99.43% |