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 | 0.42% | 2.46 CHF | 2.47 CHF | 85'400 | 85'400 | 84'109 | 84'109 | 198'452 CHF | 199'293 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 81'000 | 81'000 | 80'992 | 80'992 | 190'658 CHF | 191'468 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 78'000 | 78'000 | 77'069 | 77'069 | 185'383 CHF | 186'154 CHF | 100.00% | 100.00% |
10.07.2024 | 0.37% | 2.56 CHF | 2.57 CHF | 73'200 | 73'200 | 74'138 | 74'138 | 197'831 CHF | 198'572 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 74'700 | 74'700 | 74'618 | 74'618 | 197'140 CHF | 197'887 CHF | 99.73% | 99.73% |
08.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 72'400 | 72'400 | 72'524 | 72'524 | 194'924 CHF | 195'649 CHF | 99.32% | 99.32% |
05.07.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 75'700 | 75'700 | 74'950 | 74'950 | 201'685 CHF | 202'435 CHF | 100.00% | 100.00% |
04.07.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 70'400 | 70'400 | 70'564 | 70'564 | 191'020 CHF | 191'725 CHF | 99.57% | 99.57% |
03.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 72'600 | 72'600 | 72'600 | 72'600 | 202'842 CHF | 203'568 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 73'600 | 73'600 | 73'600 | 73'600 | 208'476 CHF | 209'212 CHF | 100.00% | 100.00% |