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 | 0.53% | 27.26 CHF | 27.40 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 55'463 CHF | 55'755 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 27.28 CHF | 27.43 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 53'733 CHF | 54'031 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 28.76 CHF | 28.88 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 57'319 CHF | 57'556 CHF | 100.00% | 100.00% |
10.07.2024 | 0.40% | 28.33 CHF | 28.44 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 55'865 CHF | 56'091 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 27.02 CHF | 27.14 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 56'191 CHF | 56'417 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 26.95 CHF | 27.08 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 55'768 CHF | 56'018 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 30.67 CHF | 30.80 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 62'111 CHF | 62'372 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 32.95 CHF | 33.08 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 65'972 CHF | 66'238 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 33.05 CHF | 33.18 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 65'376 CHF | 65'627 CHF | 100.00% | 100.00% |
02.07.2024 | 0.37% | 30.82 CHF | 30.95 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 61'542 CHF | 61'770 CHF | 100.00% | 100.00% |