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 | 0.37% | 2.72 CHF | 2.73 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 219'503 CHF | 220'313 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 221'049 CHF | 221'854 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 82'000 | 82'000 | 81'607 | 81'607 | 217'649 CHF | 218'466 CHF | 100.00% | 100.00% |
10.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 218'557 CHF | 219'368 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 81'000 | 81'000 | 81'117 | 81'117 | 220'353 CHF | 221'164 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 79'000 | 79'000 | 79'016 | 79'016 | 227'408 CHF | 228'198 CHF | 100.00% | 100.00% |
05.07.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 228'775 CHF | 229'557 CHF | 99.80% | 99.80% |
04.07.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 229'303 CHF | 230'089 CHF | 99.49% | 99.49% |
03.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 225'790 CHF | 226'582 CHF | 99.34% | 99.34% |
02.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 223'101 CHF | 223'905 CHF | 99.99% | 99.99% |