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 | 0.67% | 2.56 CHF | 2.57 CHF | 94'000 | 94'000 | 41'198 | 41'198 | 107'313 CHF | 107'932 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 2.70 CHF | 2.71 CHF | 90'000 | 90'000 | 39'487 | 39'487 | 109'857 CHF | 110'461 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 2.61 CHF | 2.62 CHF | 92'000 | 92'000 | 41'757 | 41'757 | 106'902 CHF | 107'538 CHF | 99.97% | 99.97% |
10.07.2024 | 0.75% | 2.40 CHF | 2.41 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 103'391 CHF | 104'044 CHF | 99.89% | 99.89% |
09.07.2024 | 0.74% | 2.39 CHF | 2.40 CHF | 96'000 | 96'000 | 43'004 | 43'004 | 104'162 CHF | 104'814 CHF | 99.75% | 99.75% |
08.07.2024 | 0.71% | 2.42 CHF | 2.43 CHF | 96'000 | 96'000 | 42'554 | 42'554 | 105'989 CHF | 106'633 CHF | 99.29% | 99.29% |
05.07.2024 | 0.73% | 2.42 CHF | 2.43 CHF | 96'000 | 96'000 | 42'854 | 42'854 | 104'248 CHF | 104'896 CHF | 99.99% | 99.99% |
04.07.2024 | 0.82% | 2.42 CHF | 2.44 CHF | 39'000 | 39'000 | 31'054 | 31'054 | 75'200 CHF | 75'822 CHF | 99.63% | 99.63% |
03.07.2024 | 0.71% | 2.39 CHF | 2.40 CHF | 96'000 | 96'000 | 42'285 | 42'285 | 105'459 CHF | 106'099 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 2.37 CHF | 2.38 CHF | 96'000 | 96'000 | 42'779 | 42'779 | 102'882 CHF | 103'531 CHF | 100.00% | 100.00% |