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 | 0.91% | 2.15 CHF | 2.17 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 209'806 CHF | 211'731 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 2.17 CHF | 2.19 CHF | 96'000 | 96'000 | 96'228 | 96'228 | 210'652 CHF | 212'576 CHF | 100.00% | 100.00% |
11.07.2024 | 0.92% | 2.21 CHF | 2.23 CHF | 96'000 | 96'000 | 96'666 | 96'666 | 208'744 CHF | 210'679 CHF | 99.98% | 99.98% |
10.07.2024 | 0.97% | 2.10 CHF | 2.12 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 203'329 CHF | 205'303 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 2.05 CHF | 2.07 CHF | 99'000 | 99'000 | 97'661 | 97'661 | 206'207 CHF | 208'160 CHF | 99.73% | 99.73% |
08.07.2024 | 0.98% | 2.02 CHF | 2.04 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 201'382 CHF | 203'363 CHF | 99.32% | 99.32% |
05.07.2024 | 0.98% | 2.03 CHF | 2.05 CHF | 99'000 | 99'000 | 99'200 | 99'200 | 201'468 CHF | 203'452 CHF | 99.99% | 99.99% |
04.07.2024 | 0.99% | 2.02 CHF | 2.04 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 200'008 CHF | 202'002 CHF | 99.66% | 99.66% |
03.07.2024 | 1.00% | 1.98 CHF | 2.00 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 198'613 CHF | 200'616 CHF | 100.00% | 100.00% |
02.07.2024 | 1.10% | 1.85 CHF | 1.87 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 187'691 CHF | 189'765 CHF | 100.00% | 100.00% |