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 | 0.36% | 2.74 CHF | 2.75 CHF | 71'000 | 71'000 | 71'085 | 71'085 | 195'101 CHF | 195'811 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 203'380 CHF | 204'070 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 69'000 | 69'000 | 69'336 | 69'336 | 201'548 CHF | 202'242 CHF | 99.81% | 99.81% |
10.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 195'953 CHF | 196'663 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 71'000 | 71'000 | 70'915 | 70'915 | 198'256 CHF | 198'966 CHF | 99.77% | 99.77% |
08.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 198'608 CHF | 199'318 CHF | 99.99% | 99.99% |
05.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 71'000 | 71'000 | 69'594 | 69'594 | 201'076 CHF | 201'772 CHF | 99.81% | 99.81% |
04.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 71'000 | 71'000 | 70'319 | 70'319 | 202'917 CHF | 203'620 CHF | 100.00% | 100.00% |
03.07.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 71'000 | 71'000 | 69'496 | 69'496 | 202'360 CHF | 203'055 CHF | 99.99% | 99.99% |
02.07.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 69'000 | 69'000 | 69'568 | 69'568 | 201'883 CHF | 202'579 CHF | 99.99% | 99.99% |