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 | 0.27% | 40.01 CHF | 40.13 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 41'020 CHF | 41'132 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 45.22 CHF | 45.32 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 44'251 CHF | 44'357 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 41.78 CHF | 41.88 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 81'471 CHF | 81'672 CHF | 100.00% | 100.00% |
10.07.2024 | 0.25% | 38.92 CHF | 39.02 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 75'326 CHF | 75'518 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 36.32 CHF | 36.42 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 75'776 CHF | 75'975 CHF | 100.00% | 100.00% |
08.07.2024 | 0.26% | 38.74 CHF | 38.85 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 41'494 CHF | 41'604 CHF | 100.00% | 100.00% |
05.07.2024 | 0.25% | 43.32 CHF | 43.44 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 44'790 CHF | 44'902 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 44.51 CHF | 44.62 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 44'260 CHF | 44'369 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 43.73 CHF | 43.84 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 44'216 CHF | 44'323 CHF | 100.00% | 100.00% |
02.07.2024 | 0.27% | 41.66 CHF | 41.77 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 41'491 CHF | 41'602 CHF | 99.71% | 99.71% |