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 | 0.43% | 2.22 CHF | 2.23 CHF | 62'000 | 62'000 | 61'208 | 61'208 | 143'161 CHF | 143'773 CHF | 99.96% | 99.96% |
12.07.2024 | 0.46% | 2.34 CHF | 2.35 CHF | 61'000 | 61'000 | 62'334 | 62'334 | 133'973 CHF | 134'596 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 2.20 CHF | 2.21 CHF | 62'000 | 62'000 | 61'090 | 61'090 | 143'192 CHF | 143'803 CHF | 99.99% | 99.99% |
10.07.2024 | 0.47% | 2.27 CHF | 2.28 CHF | 62'000 | 62'000 | 62'625 | 62'625 | 134'370 CHF | 134'996 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.13 CHF | 2.14 CHF | 63'000 | 63'000 | 62'118 | 62'118 | 137'575 CHF | 138'196 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 62'000 | 62'000 | 61'797 | 61'797 | 141'390 CHF | 142'008 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 138'792 CHF | 139'412 CHF | 99.81% | 99.81% |
04.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 63'000 | 63'000 | 62'284 | 62'284 | 135'140 CHF | 135'763 CHF | 99.49% | 99.49% |
03.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 63'000 | 63'000 | 62'630 | 62'630 | 134'419 CHF | 135'045 CHF | 99.34% | 99.34% |
02.07.2024 | 0.54% | 1.94 CHF | 1.95 CHF | 64'000 | 64'000 | 64'786 | 64'786 | 119'537 CHF | 120'184 CHF | 99.99% | 99.99% |