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% | 2.80 CHF | 2.81 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 226'172 CHF | 226'982 CHF | 100.00% | 100.00% |
12.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 227'707 CHF | 228'513 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 82'000 | 82'000 | 81'613 | 81'613 | 224'282 CHF | 225'099 CHF | 100.00% | 100.00% |
10.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 225'107 CHF | 225'918 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 226'998 CHF | 227'810 CHF | 100.00% | 100.00% |
08.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 233'857 CHF | 234'648 CHF | 99.99% | 99.99% |
05.07.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 235'166 CHF | 235'948 CHF | 99.81% | 99.81% |
04.07.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 78'000 | 78'000 | 78'602 | 78'602 | 235'648 CHF | 236'434 CHF | 99.49% | 99.49% |
03.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 232'183 CHF | 232'976 CHF | 99.34% | 99.34% |
02.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 229'656 CHF | 230'459 CHF | 100.00% | 100.00% |