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 | 0.39% | 2.60 CHF | 2.61 CHF | 19'400 | 19'400 | 19'243 | 19'243 | 50'030 CHF | 50'222 CHF | 99.51% | 99.51% |
12.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 19'320 | 19'320 | 19'259 | 19'259 | 50'074 CHF | 50'267 CHF | 99.51% | 99.51% |
11.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 19'540 | 19'540 | 19'421 | 19'421 | 51'339 CHF | 51'533 CHF | 99.40% | 99.40% |
10.07.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 19'670 | 19'670 | 19'667 | 19'667 | 53'163 CHF | 53'360 CHF | 99.56% | 99.56% |
09.07.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 19'740 | 19'740 | 19'528 | 19'528 | 52'092 CHF | 52'287 CHF | 99.56% | 99.56% |
08.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 19'620 | 19'620 | 19'445 | 19'445 | 51'378 CHF | 51'572 CHF | 99.49% | 99.49% |
05.07.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 19'630 | 19'630 | 19'304 | 19'304 | 50'355 CHF | 50'548 CHF | 99.35% | 99.35% |
04.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 19'510 | 19'510 | 19'346 | 19'346 | 50'676 CHF | 50'870 CHF | 99.58% | 99.58% |
03.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 19'670 | 19'670 | 19'465 | 19'465 | 51'650 CHF | 51'844 CHF | 99.51% | 99.51% |
02.07.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 19'970 | 19'970 | 19'770 | 19'770 | 53'917 CHF | 54'114 CHF | 99.38% | 99.38% |