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% | 2.81 CHF | 2.82 CHF | 71'000 | 71'000 | 71'084 | 71'084 | 199'799 CHF | 200'510 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 207'998 CHF | 208'688 CHF | 99.99% | 99.99% |
11.07.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 69'000 | 69'000 | 69'336 | 69'336 | 206'217 CHF | 206'911 CHF | 99.82% | 99.82% |
10.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 200'652 CHF | 201'362 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 71'000 | 71'000 | 70'915 | 70'915 | 202'931 CHF | 203'641 CHF | 99.72% | 99.72% |
08.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 203'277 CHF | 203'987 CHF | 99.98% | 99.98% |
05.07.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 71'000 | 71'000 | 69'595 | 69'595 | 205'640 CHF | 206'336 CHF | 99.80% | 99.80% |
04.07.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 71'000 | 71'000 | 70'319 | 70'319 | 207'560 CHF | 208'263 CHF | 100.00% | 100.00% |
03.07.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 71'000 | 71'000 | 69'496 | 69'496 | 206'967 CHF | 207'662 CHF | 100.00% | 100.00% |
02.07.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 69'000 | 69'000 | 69'566 | 69'566 | 206'525 CHF | 207'221 CHF | 99.99% | 99.99% |