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 | 0.49% | 2.17 CHF | 2.21 CHF | 12'000 | 12'000 | 75'980 | 75'980 | 170'601 CHF | 171'371 CHF | 98.86% | 98.86% |
12.07.2024 | 0.50% | 2.20 CHF | 2.24 CHF | 12'000 | 12'000 | 75'931 | 75'931 | 165'170 CHF | 165'941 CHF | 98.98% | 98.98% |
11.07.2024 | 0.50% | 2.10 CHF | 2.14 CHF | 12'000 | 12'000 | 76'161 | 76'161 | 166'742 CHF | 167'516 CHF | 98.93% | 98.93% |
10.07.2024 | 0.51% | 2.20 CHF | 2.24 CHF | 12'000 | 12'000 | 77'711 | 77'711 | 165'046 CHF | 165'835 CHF | 98.93% | 98.93% |
09.07.2024 | 0.50% | 2.14 CHF | 2.18 CHF | 12'000 | 12'000 | 76'990 | 76'990 | 167'105 CHF | 167'887 CHF | 98.72% | 98.72% |
08.07.2024 | 0.47% | 2.24 CHF | 2.28 CHF | 12'000 | 12'000 | 76'853 | 76'853 | 170'828 CHF | 171'602 CHF | 96.81% | 96.81% |
05.07.2024 | 0.50% | 2.21 CHF | 2.25 CHF | 12'000 | 12'000 | 76'068 | 76'068 | 166'804 CHF | 167'576 CHF | 98.94% | 98.94% |
04.07.2024 | 0.51% | 2.18 CHF | 2.22 CHF | 12'000 | 12'000 | 77'251 | 77'251 | 166'465 CHF | 167'248 CHF | 98.53% | 98.53% |
03.07.2024 | 0.49% | 2.08 CHF | 2.12 CHF | 12'000 | 12'000 | 76'357 | 76'357 | 168'876 CHF | 169'648 CHF | 98.35% | 98.35% |
02.07.2024 | 0.47% | 2.31 CHF | 2.35 CHF | 12'000 | 12'000 | 74'916 | 74'916 | 174'930 CHF | 175'690 CHF | 98.73% | 98.73% |