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 | 0.75% | 2.30 CHF | 2.31 CHF | 94'000 | 94'000 | 41'198 | 41'198 | 96'679 CHF | 97'299 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 2.44 CHF | 2.45 CHF | 90'000 | 90'000 | 39'489 | 39'489 | 99'648 CHF | 100'252 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 2.35 CHF | 2.36 CHF | 92'000 | 92'000 | 41'766 | 41'766 | 96'155 CHF | 96'791 CHF | 99.98% | 99.98% |
10.07.2024 | 0.84% | 2.14 CHF | 2.15 CHF | 96'000 | 96'000 | 43'062 | 43'062 | 92'237 CHF | 92'890 CHF | 99.89% | 99.89% |
09.07.2024 | 0.83% | 2.13 CHF | 2.14 CHF | 96'000 | 96'000 | 43'007 | 43'007 | 93'043 CHF | 93'695 CHF | 99.77% | 99.77% |
08.07.2024 | 0.80% | 2.16 CHF | 2.17 CHF | 96'000 | 96'000 | 42'551 | 42'551 | 94'989 CHF | 95'633 CHF | 99.31% | 99.31% |
05.07.2024 | 0.82% | 2.16 CHF | 2.17 CHF | 96'000 | 96'000 | 42'860 | 42'860 | 93'169 CHF | 93'818 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 2.16 CHF | 2.18 CHF | 39'000 | 39'000 | 31'053 | 31'053 | 67'153 CHF | 67'774 CHF | 99.65% | 99.65% |
03.07.2024 | 0.79% | 2.13 CHF | 2.14 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 94'500 CHF | 95'140 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 2.11 CHF | 2.12 CHF | 96'000 | 96'000 | 42'779 | 42'779 | 91'745 CHF | 92'394 CHF | 100.00% | 100.00% |