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 | 0.74% | 2.70 CHF | 2.72 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 156'405 CHF | 157'565 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 2.67 CHF | 2.69 CHF | 58'000 | 58'000 | 58'945 | 58'945 | 154'921 CHF | 156'099 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 2.65 CHF | 2.67 CHF | 59'000 | 59'000 | 58'047 | 58'047 | 156'249 CHF | 157'411 CHF | 99.97% | 99.97% |
10.07.2024 | 0.75% | 2.69 CHF | 2.71 CHF | 58'000 | 58'000 | 58'703 | 58'703 | 155'056 CHF | 156'230 CHF | 100.00% | 100.00% |
09.07.2024 | 0.73% | 2.69 CHF | 2.71 CHF | 58'000 | 58'000 | 57'621 | 57'621 | 157'064 CHF | 158'218 CHF | 99.77% | 99.77% |
08.07.2024 | 0.74% | 2.72 CHF | 2.74 CHF | 58'000 | 58'000 | 58'200 | 58'200 | 156'213 CHF | 157'377 CHF | 99.31% | 99.31% |
05.07.2024 | 0.74% | 2.67 CHF | 2.69 CHF | 58'000 | 58'000 | 58'085 | 58'085 | 156'378 CHF | 157'539 CHF | 99.99% | 99.99% |
04.07.2024 | 0.75% | 2.62 CHF | 2.64 CHF | 59'000 | 59'000 | 58'331 | 58'331 | 154'933 CHF | 156'100 CHF | 99.59% | 99.59% |
03.07.2024 | 0.75% | 2.65 CHF | 2.67 CHF | 59'000 | 59'000 | 58'541 | 58'541 | 155'696 CHF | 156'866 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 2.64 CHF | 2.66 CHF | 59'000 | 59'000 | 59'161 | 59'161 | 153'803 CHF | 154'987 CHF | 99.99% | 99.99% |