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 | 0.36% | 2.63 CHF | 2.64 CHF | 62'000 | 62'000 | 61'208 | 61'208 | 167'905 CHF | 168'517 CHF | 99.97% | 99.97% |
12.07.2024 | 0.39% | 2.74 CHF | 2.75 CHF | 61'000 | 61'000 | 62'334 | 62'334 | 159'151 CHF | 159'774 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 2.60 CHF | 2.61 CHF | 62'000 | 62'000 | 61'094 | 61'094 | 167'804 CHF | 168'416 CHF | 99.99% | 99.99% |
10.07.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 62'000 | 62'000 | 62'625 | 62'625 | 159'568 CHF | 160'194 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.53 CHF | 2.54 CHF | 63'000 | 63'000 | 62'118 | 62'118 | 162'557 CHF | 163'179 CHF | 99.99% | 99.99% |
08.07.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 62'000 | 62'000 | 61'798 | 61'798 | 166'224 CHF | 166'842 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 163'727 CHF | 164'347 CHF | 99.81% | 99.81% |
04.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 63'000 | 63'000 | 62'284 | 62'284 | 160'184 CHF | 160'807 CHF | 99.49% | 99.49% |
03.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 63'000 | 63'000 | 62'630 | 62'630 | 159'586 CHF | 160'213 CHF | 99.39% | 99.39% |
02.07.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 64'000 | 64'000 | 64'786 | 64'786 | 145'491 CHF | 146'139 CHF | 100.00% | 100.00% |