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 | 0.38% | 41.49 CHF | 41.66 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 88'193 CHF | 88'527 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 43.60 CHF | 43.76 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 132'550 CHF | 133'033 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 41.41 CHF | 41.56 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 128'418 CHF | 128'863 CHF | 100.00% | 100.00% |
10.07.2024 | 0.37% | 39.21 CHF | 39.35 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 111'323 CHF | 111'740 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 36.83 CHF | 36.97 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 112'933 CHF | 113'354 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 37.02 CHF | 37.16 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 110'158 CHF | 110'566 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 35.50 CHF | 35.64 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 110'491 CHF | 110'913 CHF | 100.00% | 100.00% |
04.07.2024 | 0.36% | 37.26 CHF | 37.40 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 109'460 CHF | 109'859 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 34.72 CHF | 34.85 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 104'950 CHF | 105'355 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 34.99 CHF | 35.12 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 102'680 CHF | 103'087 CHF | 100.00% | 100.00% |