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% | 2.49 CHF | 2.50 CHF | 10'700 | 10'700 | 11'033 | 11'033 | 28'074 CHF | 28'184 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 10'800 | 10'800 | 10'755 | 10'755 | 25'398 CHF | 25'505 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 2.42 CHF | 2.43 CHF | 10'300 | 10'300 | 10'554 | 10'554 | 26'369 CHF | 26'474 CHF | 100.00% | 100.00% |
10.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 10'500 | 10'500 | 10'285 | 10'285 | 25'444 CHF | 25'547 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 11'800 | 11'800 | 11'606 | 11'606 | 28'645 CHF | 28'761 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 2.30 CHF | 2.31 CHF | 12'300 | 12'300 | 12'249 | 12'249 | 28'784 CHF | 28'907 CHF | 99.98% | 99.98% |
05.07.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 13'200 | 13'200 | 12'761 | 12'761 | 26'350 CHF | 26'478 CHF | 99.80% | 99.80% |
04.07.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 12'800 | 12'800 | 12'768 | 12'768 | 26'392 CHF | 26'520 CHF | 99.49% | 99.49% |
03.07.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 10'500 | 10'500 | 10'457 | 10'457 | 20'656 CHF | 20'761 CHF | 99.35% | 99.35% |
02.07.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 11'000 | 11'000 | 11'019 | 11'019 | 26'888 CHF | 26'998 CHF | 99.99% | 99.99% |