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 | 0.35% | 2.78 CHF | 2.79 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 126'296 CHF | 126'745 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 125'177 CHF | 125'627 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 45'000 | 45'000 | 44'893 | 44'893 | 126'889 CHF | 127'338 CHF | 99.99% | 99.99% |
10.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 125'168 CHF | 125'618 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 123'588 CHF | 124'038 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 123'591 CHF | 124'041 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 122'259 CHF | 122'719 CHF | 99.99% | 99.99% |
04.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 121'956 CHF | 122'416 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 46'000 | 46'000 | 46'243 | 46'243 | 118'503 CHF | 118'965 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 120'728 CHF | 121'188 CHF | 100.00% | 100.00% |