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 | 0.42% | 2.40 CHF | 2.41 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 193'150 CHF | 193'960 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 194'862 CHF | 195'668 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 82'000 | 82'000 | 81'614 | 81'614 | 191'188 CHF | 192'005 CHF | 100.00% | 100.00% |
10.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 192'214 CHF | 193'025 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 194'111 CHF | 194'922 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 201'833 CHF | 202'623 CHF | 99.99% | 99.99% |
05.07.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 203'413 CHF | 204'195 CHF | 99.81% | 99.81% |
04.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 203'843 CHF | 204'629 CHF | 99.49% | 99.49% |
03.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 200'054 CHF | 200'846 CHF | 99.35% | 99.35% |
02.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 197'190 CHF | 197'993 CHF | 100.00% | 100.00% |