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 | 0.40% | 2.52 CHF | 2.53 CHF | 71'000 | 71'000 | 71'084 | 71'084 | 179'198 CHF | 179'909 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 187'954 CHF | 188'644 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 69'000 | 69'000 | 69'335 | 69'335 | 186'095 CHF | 186'789 CHF | 99.83% | 99.83% |
10.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 180'091 CHF | 180'801 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 71'000 | 71'000 | 70'915 | 70'915 | 182'371 CHF | 183'081 CHF | 99.77% | 99.77% |
08.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 182'732 CHF | 183'442 CHF | 99.99% | 99.99% |
05.07.2024 | 0.37% | 2.61 CHF | 2.62 CHF | 71'000 | 71'000 | 69'595 | 69'595 | 185'439 CHF | 186'135 CHF | 99.80% | 99.80% |
04.07.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 71'000 | 71'000 | 70'319 | 70'319 | 187'183 CHF | 187'886 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 71'000 | 71'000 | 69'496 | 69'496 | 186'825 CHF | 187'520 CHF | 100.00% | 100.00% |
02.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 69'000 | 69'000 | 69'566 | 69'566 | 186'337 CHF | 187'033 CHF | 99.99% | 99.99% |