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 | 0.42% | 2.37 CHF | 2.38 CHF | 54'000 | 54'000 | 53'046 | 53'046 | 127'153 CHF | 127'683 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 53'000 | 53'000 | 53'163 | 53'163 | 127'296 CHF | 127'827 CHF | 100.00% | 100.00% |
11.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 54'000 | 54'000 | 53'790 | 53'790 | 127'251 CHF | 127'790 CHF | 100.00% | 100.00% |
10.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 54'000 | 54'000 | 53'809 | 53'809 | 127'337 CHF | 127'875 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 54'000 | 54'000 | 54'334 | 54'334 | 125'997 CHF | 126'540 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 53'000 | 53'000 | 53'913 | 53'913 | 127'796 CHF | 128'336 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 127'380 CHF | 127'920 CHF | 99.82% | 99.82% |
04.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 127'264 CHF | 127'804 CHF | 99.50% | 99.50% |
03.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 54'000 | 54'000 | 53'814 | 53'814 | 127'667 CHF | 128'205 CHF | 99.35% | 99.35% |
02.07.2024 | 0.47% | 2.34 CHF | 2.35 CHF | 54'000 | 54'000 | 51'553 | 51'553 | 121'138 CHF | 121'659 CHF | 100.00% | 100.00% |