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 | 0.49% | 39.80 CHF | 40.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 81'243 CHF | 81'643 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 40.20 CHF | 40.40 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 79'730 CHF | 80'130 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 40.90 CHF | 41.10 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 81'879 CHF | 82'279 CHF | 99.94% | 99.94% |
10.07.2024 | 0.37% | 40.65 CHF | 40.80 CHF | 2'100 | 2'100 | 2'100 | 2'100 | 83'895 CHF | 84'210 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 38.90 CHF | 39.05 CHF | 2'100 | 2'100 | 2'099 | 2'099 | 82'310 CHF | 82'625 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 38.60 CHF | 38.75 CHF | 2'200 | 2'200 | 2'200 | 2'200 | 86'008 CHF | 86'338 CHF | 99.99% | 99.99% |
05.07.2024 | 0.40% | 36.50 CHF | 36.65 CHF | 2'200 | 2'200 | 2'200 | 2'200 | 81'699 CHF | 82'029 CHF | 99.98% | 99.98% |
04.07.2024 | 0.41% | 37.10 CHF | 37.25 CHF | 2'300 | 2'300 | 2'300 | 2'300 | 85'003 CHF | 85'348 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 35.30 CHF | 35.45 CHF | 2'200 | 2'200 | 2'208 | 2'208 | 77'392 CHF | 77'723 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 37.10 CHF | 37.25 CHF | 2'100 | 2'100 | 2'100 | 2'100 | 76'463 CHF | 76'778 CHF | 99.98% | 99.98% |