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% | 2.73 CHF | 2.74 CHF | 92'000 | 92'000 | 91'991 | 91'991 | 250'092 CHF | 251'012 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 249'265 CHF | 250'185 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 92'000 | 92'000 | 91'920 | 91'920 | 248'028 CHF | 248'948 CHF | 100.00% | 100.00% |
10.07.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 244'816 CHF | 245'736 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 243'274 CHF | 244'194 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 2.70 CHF | 2.71 CHF | 92'000 | 92'000 | 90'113 | 90'113 | 247'086 CHF | 247'987 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 249'200 CHF | 250'120 CHF | 100.00% | 100.00% |
04.07.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 250'154 CHF | 251'074 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 92'000 | 92'000 | 92'035 | 92'035 | 242'814 CHF | 243'735 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 246'190 CHF | 247'150 CHF | 100.00% | 100.00% |