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 | 0.33% | 2.99 CHF | 3.00 CHF | 38'000 | 38'000 | 38'080 | 38'080 | 113'896 CHF | 114'277 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 38'000 | 38'000 | 38'222 | 38'222 | 113'866 CHF | 114'248 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 38'000 | 38'000 | 37'999 | 37'999 | 114'219 CHF | 114'600 CHF | 99.98% | 99.98% |
10.07.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 39'000 | 39'000 | 39'178 | 39'178 | 112'437 CHF | 112'829 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 39'000 | 39'000 | 38'999 | 38'999 | 112'217 CHF | 112'608 CHF | 100.00% | 100.00% |
08.07.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 39'000 | 39'000 | 38'848 | 38'848 | 114'422 CHF | 114'811 CHF | 99.70% | 99.70% |
05.07.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 38'000 | 38'000 | 38'077 | 38'077 | 114'474 CHF | 114'855 CHF | 100.00% | 100.00% |
04.07.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 113'812 CHF | 114'192 CHF | 100.00% | 100.00% |
03.07.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 38'000 | 38'000 | 38'271 | 38'271 | 113'732 CHF | 114'115 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 39'000 | 39'000 | 39'512 | 39'512 | 112'398 CHF | 112'793 CHF | 100.00% | 100.00% |