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% | 35.40 CHF | 35.45 CHF | 3'760 | 3'760 | 2'543 | 2'543 | 88'656 CHF | 88'969 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 35.35 CHF | 35.40 CHF | 3'760 | 3'760 | 2'506 | 2'506 | 88'977 CHF | 89'284 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 36.85 CHF | 36.90 CHF | 3'630 | 3'630 | 2'377 | 2'377 | 90'006 CHF | 90'297 CHF | 99.90% | 99.90% |
10.07.2024 | 0.36% | 37.95 CHF | 38.00 CHF | 3'540 | 3'540 | 2'363 | 2'363 | 89'715 CHF | 90'007 CHF | 99.58% | 99.58% |
09.07.2024 | 0.36% | 37.95 CHF | 38.00 CHF | 3'540 | 3'540 | 2'358 | 2'358 | 89'630 CHF | 89'921 CHF | 99.40% | 99.40% |
08.07.2024 | 0.35% | 37.85 CHF | 37.90 CHF | 3'550 | 3'550 | 2'341 | 2'341 | 90'096 CHF | 90'383 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 38.00 CHF | 38.05 CHF | 3'540 | 3'540 | 2'443 | 2'443 | 89'198 CHF | 89'500 CHF | 99.90% | 99.90% |
04.07.2024 | 0.56% | 36.25 CHF | 36.45 CHF | 734 | 734 | 729 | 729 | 26'338 CHF | 26'483 CHF | 99.52% | 99.52% |
03.07.2024 | 0.37% | 36.05 CHF | 36.10 CHF | 3'690 | 3'690 | 2'458 | 2'458 | 89'041 CHF | 89'342 CHF | 99.66% | 99.66% |
02.07.2024 | 0.38% | 35.75 CHF | 35.80 CHF | 3'700 | 3'700 | 2'482 | 2'482 | 88'204 CHF | 88'510 CHF | 99.47% | 99.47% |