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 | 0.45% | 2.18 CHF | 2.19 CHF | 37'300 | 37'300 | 36'537 | 36'537 | 81'626 CHF | 81'991 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 36'600 | 36'600 | 36'537 | 36'537 | 81'589 CHF | 81'955 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 36'900 | 36'900 | 36'758 | 36'758 | 80'639 CHF | 81'007 CHF | 99.97% | 99.97% |
10.07.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 37'500 | 37'500 | 37'295 | 37'295 | 78'621 CHF | 78'994 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 37'600 | 37'600 | 37'041 | 37'041 | 79'383 CHF | 79'754 CHF | 100.00% | 100.00% |
08.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 37'500 | 37'500 | 37'012 | 37'012 | 79'362 CHF | 79'733 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 37'500 | 37'500 | 36'852 | 36'852 | 80'195 CHF | 80'564 CHF | 99.80% | 99.80% |
04.07.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 37'200 | 37'200 | 37'133 | 37'133 | 79'408 CHF | 79'780 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 37'800 | 37'800 | 37'332 | 37'332 | 78'696 CHF | 79'070 CHF | 99.88% | 99.88% |
02.07.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 38'000 | 38'000 | 37'871 | 37'871 | 76'562 CHF | 76'941 CHF | 99.91% | 99.91% |