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 | 0.37% | 2.78 CHF | 2.79 CHF | 8'510 | 8'510 | 8'378 | 8'378 | 22'903 CHF | 22'987 CHF | 100.00% | 100.00% |
12.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 8'260 | 8'260 | 8'229 | 8'229 | 21'435 CHF | 21'517 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 8'420 | 8'420 | 8'404 | 8'404 | 23'108 CHF | 23'192 CHF | 99.61% | 99.61% |
10.07.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 8'570 | 8'570 | 8'572 | 8'572 | 24'686 CHF | 24'772 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 8'740 | 8'740 | 8'564 | 8'564 | 24'612 CHF | 24'698 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 2.84 CHF | 2.85 CHF | 8'600 | 8'600 | 8'381 | 8'381 | 22'840 CHF | 22'924 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.66 CHF | 2.67 CHF | 8'370 | 8'370 | 8'233 | 8'233 | 21'438 CHF | 21'520 CHF | 99.90% | 99.90% |
04.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 8'320 | 8'320 | 8'258 | 8'258 | 21'682 CHF | 21'765 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 8'360 | 8'360 | 8'258 | 8'258 | 21'684 CHF | 21'767 CHF | 100.00% | 100.00% |
02.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 8'460 | 8'460 | 8'387 | 8'387 | 22'881 CHF | 22'965 CHF | 99.96% | 99.96% |