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 | 0.57% | 1.81 CHF | 1.82 CHF | 80'000 | 80'000 | 35'791 | 35'791 | 64'569 CHF | 64'928 CHF | 100.00% | 100.00% |
12.07.2024 | 0.59% | 1.80 CHF | 1.81 CHF | 80'000 | 80'000 | 35'075 | 35'075 | 61'679 CHF | 62'034 CHF | 100.00% | 100.00% |
11.07.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 80'000 | 80'000 | 35'614 | 35'614 | 67'735 CHF | 68'092 CHF | 99.99% | 99.99% |
10.07.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 82'000 | 82'000 | 36'813 | 36'813 | 72'782 CHF | 73'152 CHF | 99.90% | 99.90% |
09.07.2024 | 0.63% | 2.01 CHF | 2.02 CHF | 84'000 | 84'000 | 35'671 | 35'671 | 71'439 CHF | 71'813 CHF | 99.73% | 99.73% |
08.07.2024 | 0.55% | 2.02 CHF | 2.03 CHF | 84'000 | 84'000 | 36'480 | 36'480 | 72'535 CHF | 72'912 CHF | 99.26% | 99.26% |
05.07.2024 | 0.51% | 2.02 CHF | 2.03 CHF | 84'000 | 84'000 | 37'463 | 37'463 | 74'901 CHF | 75'276 CHF | 99.90% | 99.90% |
04.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 33'000 | 33'000 | 26'670 | 26'670 | 53'022 CHF | 53'289 CHF | 99.54% | 99.54% |
03.07.2024 | 0.56% | 2.03 CHF | 2.04 CHF | 84'000 | 84'000 | 34'868 | 34'868 | 70'621 CHF | 70'996 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 2.09 CHF | 2.10 CHF | 84'000 | 84'000 | 37'448 | 37'448 | 77'992 CHF | 78'370 CHF | 100.00% | 100.00% |