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 | 0.39% | 2.42 CHF | 2.43 CHF | 62'000 | 62'000 | 61'208 | 61'208 | 155'532 CHF | 156'144 CHF | 99.97% | 99.97% |
12.07.2024 | 0.42% | 2.54 CHF | 2.55 CHF | 61'000 | 61'000 | 62'334 | 62'334 | 146'565 CHF | 147'188 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.40 CHF | 2.41 CHF | 62'000 | 62'000 | 61'093 | 61'093 | 155'506 CHF | 156'117 CHF | 99.99% | 99.99% |
10.07.2024 | 0.43% | 2.47 CHF | 2.48 CHF | 62'000 | 62'000 | 62'625 | 62'625 | 146'963 CHF | 147'589 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 2.33 CHF | 2.34 CHF | 63'000 | 63'000 | 62'118 | 62'118 | 150'069 CHF | 150'690 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 62'000 | 62'000 | 61'797 | 61'797 | 153'809 CHF | 154'427 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 151'267 CHF | 151'887 CHF | 99.81% | 99.81% |
04.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 63'000 | 63'000 | 62'284 | 62'284 | 147'659 CHF | 148'282 CHF | 99.49% | 99.49% |
03.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 63'000 | 63'000 | 62'630 | 62'630 | 147'001 CHF | 147'627 CHF | 99.32% | 99.32% |
02.07.2024 | 0.49% | 2.14 CHF | 2.15 CHF | 64'000 | 64'000 | 64'786 | 64'786 | 132'511 CHF | 133'159 CHF | 100.00% | 100.00% |