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 | 0.34% | 2.83 CHF | 2.84 CHF | 62'000 | 62'000 | 61'208 | 61'208 | 180'265 CHF | 180'877 CHF | 99.95% | 99.95% |
12.07.2024 | 0.36% | 2.94 CHF | 2.95 CHF | 61'000 | 61'000 | 62'334 | 62'334 | 171'729 CHF | 172'352 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 2.80 CHF | 2.81 CHF | 62'000 | 62'000 | 61'090 | 61'090 | 180'098 CHF | 180'709 CHF | 99.99% | 99.99% |
10.07.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 62'000 | 62'000 | 62'625 | 62'625 | 172'152 CHF | 172'779 CHF | 99.99% | 99.99% |
09.07.2024 | 0.35% | 2.73 CHF | 2.74 CHF | 63'000 | 63'000 | 62'118 | 62'118 | 175'036 CHF | 175'657 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 62'000 | 62'000 | 61'798 | 61'798 | 178'632 CHF | 179'250 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 176'187 CHF | 176'807 CHF | 99.81% | 99.81% |
04.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 63'000 | 63'000 | 62'284 | 62'284 | 172'689 CHF | 173'312 CHF | 99.49% | 99.49% |
03.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 63'000 | 63'000 | 62'629 | 62'629 | 172'168 CHF | 172'794 CHF | 99.18% | 99.18% |
02.07.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 64'000 | 64'000 | 64'786 | 64'786 | 158'472 CHF | 159'120 CHF | 99.99% | 99.99% |