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 | 0.38% | 2.68 CHF | 2.69 CHF | 114'100 | 114'100 | 114'641 | 114'641 | 302'644 CHF | 303'791 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 115'000 | 115'000 | 115'120 | 115'120 | 301'383 CHF | 302'534 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 115'200 | 115'200 | 116'877 | 116'877 | 301'886 CHF | 303'055 CHF | 100.00% | 100.00% |
10.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 118'000 | 118'000 | 118'778 | 118'778 | 301'224 CHF | 302'412 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 119'300 | 119'300 | 119'528 | 119'528 | 301'929 CHF | 303'126 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 119'900 | 119'900 | 118'638 | 118'638 | 297'304 CHF | 298'490 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 117'800 | 117'800 | 118'639 | 118'639 | 302'114 CHF | 303'300 CHF | 99.78% | 99.78% |
04.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 119'300 | 119'300 | 119'180 | 119'180 | 303'104 CHF | 304'296 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 119'100 | 119'100 | 120'774 | 120'774 | 306'191 CHF | 307'399 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 121'900 | 121'900 | 122'200 | 122'200 | 301'121 CHF | 302'343 CHF | 100.00% | 100.00% |