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 | 0.47% | 2.21 CHF | 2.22 CHF | 75'400 | 75'400 | 74'450 | 74'450 | 156'584 CHF | 157'329 CHF | 99.97% | 99.97% |
12.07.2024 | 0.44% | 2.10 CHF | 2.11 CHF | 69'300 | 69'300 | 70'853 | 70'853 | 161'307 CHF | 162'016 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 2.22 CHF | 2.23 CHF | 75'100 | 75'100 | 74'062 | 74'062 | 155'516 CHF | 156'257 CHF | 100.00% | 100.00% |
10.07.2024 | 0.44% | 2.17 CHF | 2.18 CHF | 67'900 | 67'900 | 68'588 | 68'588 | 156'411 CHF | 157'097 CHF | 99.99% | 99.99% |
09.07.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 74'400 | 74'400 | 73'343 | 73'343 | 162'791 CHF | 163'525 CHF | 99.99% | 99.99% |
08.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 71'500 | 71'500 | 71'256 | 71'256 | 153'182 CHF | 153'894 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 68'300 | 68'300 | 68'300 | 68'300 | 150'525 CHF | 151'208 CHF | 99.81% | 99.81% |
04.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 70'000 | 70'000 | 69'214 | 69'214 | 157'167 CHF | 157'859 CHF | 99.49% | 99.49% |
03.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 63'000 | 63'000 | 62'629 | 62'629 | 143'554 CHF | 144'180 CHF | 99.90% | 99.90% |
02.07.2024 | 0.38% | 2.51 CHF | 2.52 CHF | 60'200 | 60'200 | 60'907 | 60'907 | 158'823 CHF | 159'432 CHF | 99.98% | 99.98% |