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 | 0.45% | 2.27 CHF | 2.28 CHF | 8'510 | 8'510 | 8'377 | 8'377 | 18'613 CHF | 18'697 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 8'260 | 8'260 | 8'230 | 8'230 | 17'227 CHF | 17'310 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 8'420 | 8'420 | 8'405 | 8'405 | 18'815 CHF | 18'899 CHF | 99.61% | 99.61% |
10.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 8'580 | 8'580 | 8'572 | 8'572 | 20'313 CHF | 20'399 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 2.43 CHF | 2.44 CHF | 8'740 | 8'740 | 8'564 | 8'564 | 20'245 CHF | 20'331 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 2.33 CHF | 2.34 CHF | 8'600 | 8'600 | 8'381 | 8'381 | 18'569 CHF | 18'653 CHF | 100.00% | 100.00% |
05.07.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 8'370 | 8'370 | 8'232 | 8'232 | 17'233 CHF | 17'315 CHF | 99.75% | 99.75% |
04.07.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 8'320 | 8'320 | 8'259 | 8'259 | 17'470 CHF | 17'552 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 8'360 | 8'360 | 8'258 | 8'258 | 17'471 CHF | 17'553 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 8'460 | 8'460 | 8'387 | 8'387 | 18'612 CHF | 18'696 CHF | 98.96% | 98.96% |