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 | 0.38% | 2.59 CHF | 2.60 CHF | 54'000 | 54'000 | 53'045 | 53'045 | 138'775 CHF | 139'306 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 53'000 | 53'000 | 53'163 | 53'163 | 138'919 CHF | 139'451 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 54'000 | 54'000 | 53'793 | 53'793 | 139'001 CHF | 139'539 CHF | 100.00% | 100.00% |
10.07.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 54'000 | 54'000 | 53'809 | 53'809 | 139'070 CHF | 139'608 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 54'000 | 54'000 | 54'334 | 54'334 | 137'854 CHF | 138'397 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 53'000 | 53'000 | 53'913 | 53'913 | 139'532 CHF | 140'071 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 139'177 CHF | 139'717 CHF | 99.81% | 99.81% |
04.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 139'088 CHF | 139'628 CHF | 99.49% | 99.49% |
03.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 54'000 | 54'000 | 53'814 | 53'814 | 139'424 CHF | 139'962 CHF | 99.37% | 99.37% |
02.07.2024 | 0.43% | 2.56 CHF | 2.57 CHF | 54'000 | 54'000 | 51'553 | 51'553 | 132'376 CHF | 132'897 CHF | 100.00% | 100.00% |