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 | 0.36% | 2.70 CHF | 2.71 CHF | 28'100 | 28'100 | 28'100 | 28'100 | 77'544 CHF | 77'825 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 28'700 | 28'700 | 28'700 | 28'700 | 78'782 CHF | 79'069 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 79'913 CHF | 80'213 CHF | 99.83% | 99.83% |
10.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 30'400 | 30'400 | 30'407 | 30'407 | 78'398 CHF | 78'702 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 30'600 | 30'600 | 30'040 | 30'040 | 77'215 CHF | 77'516 CHF | 99.73% | 99.73% |
08.07.2024 | 0.37% | 2.60 CHF | 2.61 CHF | 29'200 | 29'200 | 29'191 | 29'191 | 78'956 CHF | 79'248 CHF | 99.99% | 99.99% |
05.07.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 28'800 | 28'800 | 28'513 | 28'513 | 77'780 CHF | 78'066 CHF | 99.81% | 99.81% |
04.07.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 29'300 | 29'300 | 29'644 | 29'644 | 80'739 CHF | 81'035 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 30'300 | 30'300 | 30'300 | 30'300 | 79'041 CHF | 79'344 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 30'500 | 30'500 | 31'057 | 31'057 | 77'782 CHF | 78'092 CHF | 100.00% | 100.00% |