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% | 2.58 CHF | 2.59 CHF | 71'000 | 71'000 | 71'084 | 71'084 | 183'388 CHF | 184'099 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 192'093 CHF | 192'783 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 69'000 | 69'000 | 69'335 | 69'335 | 190'209 CHF | 190'903 CHF | 99.82% | 99.82% |
10.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 184'284 CHF | 184'994 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 71'000 | 71'000 | 70'915 | 70'915 | 186'579 CHF | 187'289 CHF | 99.73% | 99.73% |
08.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 186'922 CHF | 187'632 CHF | 99.99% | 99.99% |
05.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 71'000 | 71'000 | 69'595 | 69'595 | 189'604 CHF | 190'300 CHF | 99.80% | 99.80% |
04.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 71'000 | 71'000 | 70'319 | 70'319 | 191'355 CHF | 192'058 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 71'000 | 71'000 | 69'496 | 69'496 | 190'978 CHF | 191'673 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 69'000 | 69'000 | 69'567 | 69'567 | 190'501 CHF | 191'197 CHF | 99.99% | 99.99% |