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 | 0.70% | 2.47 CHF | 2.48 CHF | 94'000 | 94'000 | 41'195 | 41'195 | 103'387 CHF | 104'007 CHF | 99.99% | 99.99% |
12.07.2024 | 0.70% | 2.60 CHF | 2.61 CHF | 90'000 | 90'000 | 39'488 | 39'488 | 106'023 CHF | 106'627 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 2.52 CHF | 2.53 CHF | 92'000 | 92'000 | 41'770 | 41'770 | 103'025 CHF | 103'661 CHF | 99.98% | 99.98% |
10.07.2024 | 0.78% | 2.30 CHF | 2.31 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 99'418 CHF | 100'071 CHF | 99.90% | 99.90% |
09.07.2024 | 0.77% | 2.29 CHF | 2.30 CHF | 96'000 | 96'000 | 43'008 | 43'008 | 100'150 CHF | 100'802 CHF | 99.77% | 99.77% |
08.07.2024 | 0.74% | 2.33 CHF | 2.34 CHF | 96'000 | 96'000 | 42'556 | 42'556 | 102'040 CHF | 102'684 CHF | 99.28% | 99.28% |
05.07.2024 | 0.76% | 2.33 CHF | 2.34 CHF | 96'000 | 96'000 | 42'862 | 42'862 | 100'305 CHF | 100'953 CHF | 100.00% | 100.00% |
04.07.2024 | 0.86% | 2.32 CHF | 2.34 CHF | 39'000 | 39'000 | 31'058 | 31'058 | 72'343 CHF | 72'964 CHF | 99.57% | 99.57% |
03.07.2024 | 0.74% | 2.29 CHF | 2.30 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 101'508 CHF | 102'149 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 2.27 CHF | 2.28 CHF | 96'000 | 96'000 | 42'775 | 42'775 | 98'884 CHF | 99'533 CHF | 99.99% | 99.99% |