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 | 0.39% | 2.57 CHF | 2.58 CHF | 92'000 | 92'000 | 91'991 | 91'991 | 235'529 CHF | 236'449 CHF | 100.00% | 100.00% |
12.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 234'682 CHF | 235'602 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 92'000 | 92'000 | 91'920 | 91'920 | 233'559 CHF | 234'479 CHF | 99.98% | 99.98% |
10.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 230'257 CHF | 231'177 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 228'692 CHF | 229'612 CHF | 99.91% | 99.91% |
08.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 92'000 | 92'000 | 90'113 | 90'113 | 233'080 CHF | 233'981 CHF | 99.99% | 99.99% |
05.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 234'945 CHF | 235'865 CHF | 100.00% | 100.00% |
04.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 235'836 CHF | 236'756 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 92'000 | 92'000 | 92'035 | 92'035 | 228'542 CHF | 229'462 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 231'225 CHF | 232'185 CHF | 100.00% | 100.00% |