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 | 0.80% | 2.46 CHF | 2.48 CHF | 97'000 | 97'000 | 96'255 | 96'255 | 239'854 CHF | 241'779 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 2.49 CHF | 2.51 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 240'631 CHF | 242'555 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 2.52 CHF | 2.54 CHF | 96'000 | 96'000 | 96'668 | 96'668 | 238'902 CHF | 240'836 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 2.41 CHF | 2.43 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 234'075 CHF | 236'048 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 2.36 CHF | 2.38 CHF | 99'000 | 99'000 | 97'661 | 97'661 | 236'657 CHF | 238'610 CHF | 99.73% | 99.73% |
08.07.2024 | 0.85% | 2.33 CHF | 2.35 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 232'272 CHF | 234'253 CHF | 99.31% | 99.31% |
05.07.2024 | 0.85% | 2.34 CHF | 2.36 CHF | 99'000 | 99'000 | 99'201 | 99'201 | 232'370 CHF | 234'354 CHF | 99.99% | 99.99% |
04.07.2024 | 0.86% | 2.33 CHF | 2.35 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 231'068 CHF | 233'062 CHF | 99.65% | 99.65% |
03.07.2024 | 0.87% | 2.29 CHF | 2.31 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 229'830 CHF | 231'833 CHF | 100.00% | 100.00% |
02.07.2024 | 0.94% | 2.16 CHF | 2.18 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 219'983 CHF | 222'057 CHF | 99.98% | 99.98% |