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% | 2.66 CHF | 2.67 CHF | 37'300 | 37'300 | 36'535 | 36'535 | 99'311 CHF | 99'676 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 36'600 | 36'600 | 36'527 | 36'527 | 99'243 CHF | 99'608 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 36'900 | 36'900 | 36'760 | 36'760 | 98'438 CHF | 98'806 CHF | 99.79% | 99.79% |
10.07.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 37'500 | 37'500 | 37'299 | 37'299 | 96'716 CHF | 97'090 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 37'700 | 37'700 | 37'042 | 37'042 | 97'313 CHF | 97'684 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 37'500 | 37'500 | 37'004 | 37'004 | 97'262 CHF | 97'632 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 37'500 | 37'500 | 36'846 | 36'846 | 98'015 CHF | 98'384 CHF | 100.00% | 100.00% |
04.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 37'200 | 37'200 | 37'134 | 37'134 | 97'337 CHF | 97'709 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 37'900 | 37'900 | 37'344 | 37'344 | 96'828 CHF | 97'201 CHF | 99.88% | 99.88% |
02.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 38'000 | 38'000 | 37'878 | 37'878 | 94'873 CHF | 95'252 CHF | 100.00% | 100.00% |