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 | 0.35% | 2.85 CHF | 2.86 CHF | 81'000 | 81'000 | 80'995 | 80'995 | 229'797 CHF | 230'607 CHF | 100.00% | 100.00% |
12.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 231'252 CHF | 232'058 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 82'000 | 82'000 | 81'613 | 81'613 | 228'033 CHF | 228'849 CHF | 100.00% | 100.00% |
10.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 228'764 CHF | 229'575 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 230'577 CHF | 231'388 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 79'000 | 79'000 | 79'016 | 79'016 | 237'359 CHF | 238'149 CHF | 99.99% | 99.99% |
05.07.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 238'642 CHF | 239'424 CHF | 99.82% | 99.82% |
04.07.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 78'000 | 78'000 | 78'602 | 78'602 | 239'231 CHF | 240'017 CHF | 99.50% | 99.50% |
03.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 235'803 CHF | 236'595 CHF | 99.37% | 99.37% |
02.07.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 233'230 CHF | 234'034 CHF | 100.00% | 100.00% |