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 | 0.65% | 2.65 CHF | 2.66 CHF | 94'000 | 94'000 | 41'199 | 41'199 | 110'784 CHF | 111'404 CHF | 100.00% | 100.00% |
12.07.2024 | 0.66% | 2.78 CHF | 2.79 CHF | 90'000 | 90'000 | 39'487 | 39'487 | 113'203 CHF | 113'808 CHF | 100.00% | 100.00% |
11.07.2024 | 0.69% | 2.70 CHF | 2.71 CHF | 92'000 | 92'000 | 41'766 | 41'766 | 110'486 CHF | 111'122 CHF | 99.98% | 99.98% |
10.07.2024 | 0.72% | 2.48 CHF | 2.49 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 107'052 CHF | 107'705 CHF | 99.89% | 99.89% |
09.07.2024 | 0.72% | 2.47 CHF | 2.48 CHF | 96'000 | 96'000 | 43'007 | 43'007 | 107'795 CHF | 108'447 CHF | 99.77% | 99.77% |
08.07.2024 | 0.69% | 2.50 CHF | 2.51 CHF | 96'000 | 96'000 | 42'554 | 42'554 | 109'597 CHF | 110'241 CHF | 99.29% | 99.29% |
05.07.2024 | 0.71% | 2.51 CHF | 2.52 CHF | 96'000 | 96'000 | 42'861 | 42'861 | 107'931 CHF | 108'580 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 2.50 CHF | 2.52 CHF | 39'000 | 39'000 | 31'054 | 31'054 | 77'862 CHF | 78'483 CHF | 99.63% | 99.63% |
03.07.2024 | 0.69% | 2.47 CHF | 2.48 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 109'095 CHF | 109'735 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 2.45 CHF | 2.46 CHF | 96'000 | 96'000 | 42'771 | 42'771 | 106'519 CHF | 107'168 CHF | 99.98% | 99.98% |