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 | 0.77% | 2.22 CHF | 2.23 CHF | 94'000 | 94'000 | 41'198 | 41'198 | 93'242 CHF | 93'861 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 2.35 CHF | 2.36 CHF | 90'000 | 90'000 | 39'486 | 39'486 | 96'382 CHF | 96'986 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 2.27 CHF | 2.28 CHF | 92'000 | 92'000 | 41'764 | 41'764 | 92'672 CHF | 93'308 CHF | 99.97% | 99.97% |
10.07.2024 | 0.87% | 2.05 CHF | 2.06 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 88'642 CHF | 89'295 CHF | 99.90% | 99.90% |
09.07.2024 | 0.86% | 2.04 CHF | 2.05 CHF | 96'000 | 96'000 | 43'007 | 43'007 | 89'407 CHF | 90'060 CHF | 99.77% | 99.77% |
08.07.2024 | 0.83% | 2.08 CHF | 2.09 CHF | 96'000 | 96'000 | 42'551 | 42'551 | 91'457 CHF | 92'101 CHF | 99.30% | 99.30% |
05.07.2024 | 0.85% | 2.08 CHF | 2.09 CHF | 96'000 | 96'000 | 42'861 | 42'861 | 89'595 CHF | 90'243 CHF | 100.00% | 100.00% |
04.07.2024 | 0.96% | 2.07 CHF | 2.09 CHF | 39'000 | 39'000 | 31'058 | 31'058 | 64'581 CHF | 65'202 CHF | 99.57% | 99.57% |
03.07.2024 | 0.83% | 2.04 CHF | 2.05 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 90'951 CHF | 91'591 CHF | 100.00% | 100.00% |
02.07.2024 | 0.87% | 2.02 CHF | 2.03 CHF | 96'000 | 96'000 | 42'771 | 42'771 | 88'152 CHF | 88'801 CHF | 99.98% | 99.98% |