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 | 0.44% | 2.39 CHF | 2.40 CHF | 26'820 | 26'820 | 26'243 | 26'243 | 59'910 CHF | 60'173 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 26'380 | 26'380 | 26'250 | 26'250 | 60'182 CHF | 60'445 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 26'570 | 26'570 | 26'424 | 26'424 | 62'551 CHF | 62'816 CHF | 99.94% | 99.94% |
10.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 26'750 | 26'750 | 26'524 | 26'524 | 64'243 CHF | 64'508 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 26'770 | 26'770 | 26'422 | 26'422 | 63'186 CHF | 63'450 CHF | 99.59% | 99.59% |
08.07.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 26'800 | 26'800 | 26'480 | 26'480 | 64'071 CHF | 64'336 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 26'890 | 26'890 | 26'532 | 26'532 | 64'328 CHF | 64'594 CHF | 100.00% | 100.00% |
04.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 26'760 | 26'760 | 26'511 | 26'511 | 64'096 CHF | 64'361 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 26'820 | 26'820 | 26'624 | 26'624 | 65'544 CHF | 65'810 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 26'820 | 26'820 | 26'739 | 26'739 | 67'617 CHF | 67'885 CHF | 99.83% | 99.83% |