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 | 24'000 | 24'000 | 23'170 | 23'170 | 59'830 CHF | 60'062 CHF | 100.00% | 100.00% |
12.07.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 23'000 | 23'000 | 23'224 | 23'224 | 59'922 CHF | 60'154 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.56 CHF | 2.57 CHF | 23'000 | 23'000 | 23'691 | 23'691 | 58'750 CHF | 58'988 CHF | 99.64% | 99.64% |
10.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 24'000 | 24'000 | 23'775 | 23'775 | 57'276 CHF | 57'514 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 24'000 | 24'000 | 23'493 | 23'493 | 59'344 CHF | 59'579 CHF | 99.59% | 99.59% |
08.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 24'000 | 24'000 | 23'539 | 23'539 | 59'323 CHF | 59'558 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 24'000 | 24'000 | 23'774 | 23'774 | 59'476 CHF | 59'714 CHF | 99.75% | 99.75% |
04.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 24'000 | 24'000 | 23'775 | 23'775 | 59'407 CHF | 59'645 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 2.41 CHF | 2.42 CHF | 24'000 | 24'000 | 23'708 | 23'708 | 59'192 CHF | 59'429 CHF | 99.82% | 99.82% |
02.07.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 24'000 | 24'000 | 23'774 | 23'774 | 57'038 CHF | 57'276 CHF | 99.70% | 99.70% |