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% | 2.28 CHF | 2.29 CHF | 81'000 | 81'000 | 80'995 | 80'995 | 183'652 CHF | 184'462 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 185'401 CHF | 186'206 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 82'000 | 82'000 | 81'610 | 81'610 | 181'607 CHF | 182'424 CHF | 100.00% | 100.00% |
10.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 182'782 CHF | 183'593 CHF | 100.00% | 100.00% |
09.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 184'647 CHF | 185'458 CHF | 100.00% | 100.00% |
08.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 192'578 CHF | 193'368 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 194'311 CHF | 195'093 CHF | 99.80% | 99.80% |
04.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 194'666 CHF | 195'452 CHF | 99.49% | 99.49% |
03.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 190'812 CHF | 191'604 CHF | 99.37% | 99.37% |
02.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 187'821 CHF | 188'624 CHF | 100.00% | 100.00% |