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 | 0.44% | 2.27 CHF | 2.28 CHF | 79'410 | 79'410 | 79'007 | 79'007 | 181'035 CHF | 181'826 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 80'330 | 80'330 | 79'693 | 79'693 | 186'781 CHF | 187'579 CHF | 97.77% | 97.77% |
10.07.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 81'100 | 81'100 | 81'093 | 81'093 | 197'928 CHF | 198'740 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 82'490 | 82'490 | 81'533 | 81'533 | 201'244 CHF | 202'060 CHF | 99.50% | 99.50% |
08.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 82'990 | 82'990 | 82'090 | 82'090 | 205'794 CHF | 206'615 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 82'950 | 82'950 | 81'652 | 81'652 | 201'987 CHF | 202'804 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 83'130 | 83'130 | 82'709 | 82'709 | 209'865 CHF | 210'693 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 82'130 | 82'130 | 80'994 | 80'994 | 197'391 CHF | 198'202 CHF | 98.95% | 98.95% |
02.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 81'070 | 81'070 | 80'521 | 80'521 | 195'047 CHF | 195'853 CHF | 100.00% | 100.00% |
01.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 80'520 | 80'520 | 79'901 | 79'901 | 190'876 CHF | 191'676 CHF | 97.14% | 98.24% |