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% | 2.76 CHF | 2.77 CHF | 38'000 | 38'000 | 38'080 | 38'080 | 105'082 CHF | 105'463 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 38'000 | 38'000 | 38'222 | 38'222 | 105'045 CHF | 105'427 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 38'000 | 38'000 | 37'999 | 37'999 | 105'391 CHF | 105'771 CHF | 99.96% | 99.96% |
10.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 39'000 | 39'000 | 39'178 | 39'178 | 103'347 CHF | 103'739 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 39'000 | 39'000 | 38'999 | 38'999 | 103'215 CHF | 103'605 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 39'000 | 39'000 | 38'848 | 38'848 | 105'401 CHF | 105'790 CHF | 99.72% | 99.72% |
05.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 38'000 | 38'000 | 38'077 | 38'077 | 105'685 CHF | 106'065 CHF | 100.00% | 100.00% |
04.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 105'034 CHF | 105'414 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 38'000 | 38'000 | 38'271 | 38'271 | 104'894 CHF | 105'277 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 39'000 | 39'000 | 39'512 | 39'512 | 103'268 CHF | 103'663 CHF | 100.00% | 100.00% |