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 | 0.69% | 2.49 CHF | 2.50 CHF | 94'000 | 94'000 | 41'199 | 41'199 | 104'201 CHF | 104'821 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 2.62 CHF | 2.63 CHF | 90'000 | 90'000 | 39'488 | 39'488 | 107'086 CHF | 107'691 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 2.54 CHF | 2.55 CHF | 92'000 | 92'000 | 41'765 | 41'765 | 103'797 CHF | 104'432 CHF | 99.98% | 99.98% |
10.07.2024 | 0.77% | 2.32 CHF | 2.33 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 99'967 CHF | 100'620 CHF | 99.89% | 99.89% |
09.07.2024 | 0.77% | 2.31 CHF | 2.32 CHF | 96'000 | 96'000 | 43'010 | 43'010 | 100'785 CHF | 101'437 CHF | 99.72% | 99.72% |
08.07.2024 | 0.74% | 2.34 CHF | 2.35 CHF | 96'000 | 96'000 | 42'556 | 42'556 | 102'705 CHF | 103'349 CHF | 99.28% | 99.28% |
05.07.2024 | 0.76% | 2.34 CHF | 2.35 CHF | 96'000 | 96'000 | 42'862 | 42'862 | 100'892 CHF | 101'541 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 2.34 CHF | 2.36 CHF | 39'000 | 39'000 | 31'056 | 31'056 | 72'750 CHF | 73'371 CHF | 99.61% | 99.61% |
03.07.2024 | 0.74% | 2.31 CHF | 2.32 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 102'201 CHF | 102'841 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 2.28 CHF | 2.29 CHF | 96'000 | 96'000 | 42'779 | 42'779 | 99'460 CHF | 100'109 CHF | 100.00% | 100.00% |