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 | 0.52% | 2.05 CHF | 2.09 CHF | 12'000 | 12'000 | 75'980 | 75'980 | 160'856 CHF | 161'627 CHF | 98.85% | 98.85% |
12.07.2024 | 0.53% | 2.07 CHF | 2.11 CHF | 12'000 | 12'000 | 75'931 | 75'931 | 155'419 CHF | 156'190 CHF | 98.98% | 98.98% |
11.07.2024 | 0.53% | 1.97 CHF | 2.01 CHF | 12'000 | 12'000 | 76'162 | 76'162 | 156'982 CHF | 157'755 CHF | 98.93% | 98.93% |
10.07.2024 | 0.54% | 2.07 CHF | 2.11 CHF | 12'000 | 12'000 | 77'711 | 77'711 | 155'132 CHF | 155'920 CHF | 98.93% | 98.93% |
09.07.2024 | 0.54% | 2.02 CHF | 2.06 CHF | 12'000 | 12'000 | 76'990 | 76'990 | 157'292 CHF | 158'074 CHF | 98.72% | 98.72% |
08.07.2024 | 0.50% | 2.11 CHF | 2.15 CHF | 12'000 | 12'000 | 76'852 | 76'852 | 161'061 CHF | 161'836 CHF | 96.80% | 96.80% |
05.07.2024 | 0.53% | 2.08 CHF | 2.12 CHF | 12'000 | 12'000 | 76'069 | 76'069 | 157'083 CHF | 157'855 CHF | 98.94% | 98.94% |
04.07.2024 | 0.54% | 2.05 CHF | 2.09 CHF | 12'000 | 12'000 | 77'251 | 77'251 | 156'577 CHF | 157'361 CHF | 98.53% | 98.53% |
03.07.2024 | 0.52% | 1.96 CHF | 2.00 CHF | 12'000 | 12'000 | 76'355 | 76'355 | 159'106 CHF | 159'879 CHF | 98.35% | 98.35% |
02.07.2024 | 0.49% | 2.18 CHF | 2.22 CHF | 12'000 | 12'000 | 74'923 | 74'923 | 165'413 CHF | 166'173 CHF | 98.72% | 98.72% |