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 | 0.39% | 2.53 CHF | 2.54 CHF | 38'000 | 38'000 | 38'080 | 38'080 | 96'324 CHF | 96'705 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 38'000 | 38'000 | 38'222 | 38'222 | 96'254 CHF | 96'637 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 38'000 | 38'000 | 37'999 | 37'999 | 96'652 CHF | 97'032 CHF | 99.98% | 99.98% |
10.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 39'000 | 39'000 | 39'178 | 39'178 | 94'387 CHF | 94'779 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 39'000 | 39'000 | 38'999 | 38'999 | 94'245 CHF | 94'635 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 39'000 | 39'000 | 38'848 | 38'848 | 96'466 CHF | 96'855 CHF | 99.68% | 99.68% |
05.07.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 38'000 | 38'000 | 38'077 | 38'077 | 96'958 CHF | 97'339 CHF | 100.00% | 100.00% |
04.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 96'295 CHF | 96'675 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 38'000 | 38'000 | 38'271 | 38'271 | 96'092 CHF | 96'474 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 39'000 | 39'000 | 39'512 | 39'512 | 94'222 CHF | 94'617 CHF | 100.00% | 100.00% |