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 | 0.72% | 2.75 CHF | 2.77 CHF | 16'000 | 16'000 | 16'008 | 16'008 | 44'485 CHF | 44'805 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 2.77 CHF | 2.79 CHF | 16'000 | 16'000 | 16'826 | 16'826 | 45'418 CHF | 45'754 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 2.67 CHF | 2.69 CHF | 17'000 | 17'000 | 16'990 | 16'990 | 45'059 CHF | 45'399 CHF | 99.97% | 99.99% |
10.07.2024 | 0.77% | 2.62 CHF | 2.64 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 44'122 CHF | 44'462 CHF | 100.00% | 100.00% |
09.07.2024 | 0.77% | 2.58 CHF | 2.60 CHF | 17'000 | 17'000 | 16'980 | 16'980 | 43'778 CHF | 44'118 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 2.56 CHF | 2.58 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 43'607 CHF | 43'947 CHF | 99.99% | 99.99% |
05.07.2024 | 0.77% | 2.61 CHF | 2.63 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 44'110 CHF | 44'450 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 2.55 CHF | 2.57 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 42'941 CHF | 43'281 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 2.45 CHF | 2.47 CHF | 17'000 | 17'000 | 17'134 | 17'134 | 41'150 CHF | 41'493 CHF | 99.99% | 99.99% |
02.07.2024 | 0.86% | 2.38 CHF | 2.40 CHF | 17'000 | 17'000 | 17'910 | 17'910 | 41'452 CHF | 41'811 CHF | 99.99% | 99.99% |