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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.03% | 2.00 CHF | 2.02 CHF | 26'020 | 26'020 | 25'894 | 25'894 | 50'530 CHF | 51'048 CHF | 100.00% | 100.00% |
11.07.2024 | 1.07% | 1.90 CHF | 1.92 CHF | 26'590 | 26'590 | 26'457 | 26'457 | 49'644 CHF | 50'173 CHF | 99.94% | 99.94% |
10.07.2024 | 1.10% | 1.86 CHF | 1.88 CHF | 27'610 | 27'610 | 27'393 | 27'393 | 49'988 CHF | 50'536 CHF | 100.00% | 100.00% |
09.07.2024 | 1.08% | 1.82 CHF | 1.84 CHF | 27'300 | 27'300 | 26'949 | 26'949 | 50'084 CHF | 50'624 CHF | 99.60% | 99.60% |
08.07.2024 | 1.10% | 1.82 CHF | 1.84 CHF | 27'620 | 27'620 | 27'304 | 27'304 | 50'004 CHF | 50'550 CHF | 100.00% | 100.00% |
05.07.2024 | 1.10% | 1.79 CHF | 1.81 CHF | 27'230 | 27'230 | 26'876 | 26'876 | 49'267 CHF | 49'805 CHF | 99.95% | 99.95% |
04.07.2024 | 1.09% | 1.84 CHF | 1.86 CHF | 27'570 | 27'570 | 27'307 | 27'307 | 50'261 CHF | 50'808 CHF | 100.00% | 100.00% |
03.07.2024 | 1.12% | 1.83 CHF | 1.85 CHF | 27'670 | 27'670 | 27'462 | 27'462 | 49'426 CHF | 49'976 CHF | 100.00% | 100.00% |
02.07.2024 | 1.16% | 1.80 CHF | 1.82 CHF | 28'420 | 28'420 | 28'337 | 28'337 | 49'237 CHF | 49'804 CHF | 99.83% | 99.83% |
01.07.2024 | 1.14% | 1.74 CHF | 1.76 CHF | 28'770 | 28'770 | 28'391 | 28'391 | 50'205 CHF | 50'773 CHF | 99.85% | 99.97% |