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% | 14.44 CHF | 14.50 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 44'308 CHF | 44'474 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 14.92 CHF | 14.97 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 44'130 CHF | 44'292 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 14.49 CHF | 14.55 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 44'287 CHF | 44'449 CHF | 100.00% | 100.00% |
10.07.2024 | 0.37% | 14.32 CHF | 14.37 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 42'110 CHF | 42'265 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 13.67 CHF | 13.72 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 41'578 CHF | 41'733 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 13.87 CHF | 13.92 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 42'655 CHF | 42'808 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 13.38 CHF | 13.43 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 41'493 CHF | 41'650 CHF | 100.00% | 100.00% |
04.07.2024 | 0.36% | 14.23 CHF | 14.28 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 42'329 CHF | 42'481 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 13.46 CHF | 13.51 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 53'855 CHF | 54'047 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 12.59 CHF | 12.64 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 50'615 CHF | 50'810 CHF | 99.70% | 99.70% |