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 | 0.43% | 2.35 CHF | 2.36 CHF | 71'000 | 71'000 | 71'085 | 71'085 | 166'910 CHF | 167'621 CHF | 99.99% | 99.99% |
12.07.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 176'094 CHF | 176'784 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 69'000 | 69'000 | 69'335 | 69'335 | 174'147 CHF | 174'841 CHF | 99.83% | 99.83% |
10.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 167'809 CHF | 168'519 CHF | 99.99% | 99.99% |
09.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 71'000 | 71'000 | 70'915 | 70'915 | 170'163 CHF | 170'873 CHF | 99.74% | 99.74% |
08.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 170'476 CHF | 171'186 CHF | 99.99% | 99.99% |
05.07.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 71'000 | 71'000 | 69'595 | 69'595 | 173'482 CHF | 174'178 CHF | 99.81% | 99.81% |
04.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 71'000 | 71'000 | 70'319 | 70'319 | 175'062 CHF | 175'765 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 71'000 | 71'000 | 69'496 | 69'496 | 174'903 CHF | 175'597 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 69'000 | 69'000 | 69'566 | 69'566 | 174'365 CHF | 175'061 CHF | 100.00% | 100.00% |