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 | 0.41% | 2.42 CHF | 2.43 CHF | 81'000 | 81'000 | 80'995 | 80'995 | 195'171 CHF | 195'981 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 196'965 CHF | 197'771 CHF | 100.00% | 100.00% |
11.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 82'000 | 82'000 | 81'613 | 81'613 | 193'257 CHF | 194'073 CHF | 100.00% | 100.00% |
10.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 194'264 CHF | 195'075 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 196'160 CHF | 196'971 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 203'862 CHF | 204'652 CHF | 99.99% | 99.99% |
05.07.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 205'432 CHF | 206'215 CHF | 99.82% | 99.82% |
04.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 78'000 | 78'000 | 78'602 | 78'602 | 205'869 CHF | 206'655 CHF | 99.50% | 99.50% |
03.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 202'135 CHF | 202'927 CHF | 99.34% | 99.34% |
02.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 199'189 CHF | 199'993 CHF | 100.00% | 100.00% |