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 | 0.37% | 2.67 CHF | 2.68 CHF | 54'000 | 54'000 | 53'046 | 53'046 | 143'203 CHF | 143'733 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 53'000 | 53'000 | 53'163 | 53'163 | 143'368 CHF | 143'900 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 54'000 | 54'000 | 53'790 | 53'790 | 143'480 CHF | 144'018 CHF | 99.99% | 99.99% |
10.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 54'000 | 54'000 | 53'809 | 53'809 | 143'549 CHF | 144'088 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 54'000 | 54'000 | 54'334 | 54'334 | 142'360 CHF | 142'904 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 53'000 | 53'000 | 53'913 | 53'913 | 144'010 CHF | 144'549 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 143'667 CHF | 144'207 CHF | 99.80% | 99.80% |
04.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 143'534 CHF | 144'074 CHF | 99.49% | 99.49% |
03.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 54'000 | 54'000 | 53'814 | 53'814 | 143'896 CHF | 144'434 CHF | 99.35% | 99.35% |
02.07.2024 | 0.41% | 2.64 CHF | 2.65 CHF | 54'000 | 54'000 | 51'553 | 51'553 | 136'625 CHF | 137'146 CHF | 100.00% | 100.00% |