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 | 0.38% | 35.90 CHF | 35.95 CHF | 3'760 | 3'760 | 2'542 | 2'542 | 89'887 CHF | 90'200 CHF | 99.96% | 99.96% |
12.07.2024 | 0.38% | 35.85 CHF | 35.90 CHF | 3'760 | 3'760 | 2'506 | 2'506 | 90'212 CHF | 90'519 CHF | 99.98% | 99.98% |
11.07.2024 | 0.35% | 37.30 CHF | 37.35 CHF | 3'630 | 3'630 | 2'376 | 2'376 | 91'145 CHF | 91'436 CHF | 99.80% | 99.80% |
10.07.2024 | 0.35% | 38.45 CHF | 38.50 CHF | 3'540 | 3'540 | 2'368 | 2'368 | 91'071 CHF | 91'361 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 38.45 CHF | 38.50 CHF | 3'540 | 3'540 | 2'361 | 2'361 | 90'911 CHF | 91'202 CHF | 99.66% | 99.66% |
08.07.2024 | 0.35% | 38.35 CHF | 38.40 CHF | 3'550 | 3'550 | 2'341 | 2'341 | 91'249 CHF | 91'535 CHF | 100.00% | 100.00% |
05.07.2024 | 0.37% | 38.50 CHF | 38.55 CHF | 3'540 | 3'540 | 2'440 | 2'440 | 90'276 CHF | 90'578 CHF | 99.62% | 99.62% |
04.07.2024 | 0.55% | 36.75 CHF | 36.95 CHF | 734 | 734 | 729 | 729 | 26'697 CHF | 26'842 CHF | 99.51% | 99.51% |
03.07.2024 | 0.37% | 36.55 CHF | 36.60 CHF | 3'690 | 3'690 | 2'458 | 2'458 | 90'265 CHF | 90'566 CHF | 99.66% | 99.66% |
02.07.2024 | 0.38% | 36.25 CHF | 36.30 CHF | 3'700 | 3'700 | 2'480 | 2'480 | 89'373 CHF | 89'679 CHF | 99.33% | 99.33% |