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% | 2.83 CHF | 2.84 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 136'747 CHF | 137'237 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 49'000 | 49'000 | 49'026 | 49'026 | 136'607 CHF | 137'097 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 50'000 | 50'000 | 49'758 | 49'758 | 136'946 CHF | 137'444 CHF | 99.99% | 99.99% |
10.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 50'065 | 50'065 | 135'142 CHF | 135'643 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 2.61 CHF | 2.62 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 134'114 CHF | 134'618 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 140'299 CHF | 140'787 CHF | 99.99% | 99.99% |
05.07.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 48'000 | 48'000 | 48'216 | 48'216 | 140'357 CHF | 140'839 CHF | 100.00% | 100.00% |
04.07.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 141'789 CHF | 142'269 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 138'556 CHF | 139'046 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 51'000 | 51'000 | 50'910 | 50'910 | 134'292 CHF | 134'801 CHF | 100.00% | 100.00% |