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 | 0.15% | 33.55 CHF | 33.60 CHF | 4'600 | 4'600 | 4'581 | 4'581 | 154'066 CHF | 154'295 CHF | 100.00% | 100.00% |
12.07.2024 | 0.15% | 34.15 CHF | 34.20 CHF | 4'700 | 4'700 | 4'681 | 4'681 | 156'889 CHF | 157'123 CHF | 99.90% | 99.90% |
11.07.2024 | 0.15% | 32.65 CHF | 32.70 CHF | 4'800 | 4'800 | 4'780 | 4'780 | 154'623 CHF | 154'862 CHF | 99.97% | 99.97% |
10.07.2024 | 0.16% | 31.85 CHF | 31.90 CHF | 4'900 | 4'900 | 5'078 | 5'078 | 159'187 CHF | 159'441 CHF | 99.99% | 99.99% |
09.07.2024 | 0.16% | 30.65 CHF | 30.70 CHF | 5'000 | 5'000 | 4'979 | 4'979 | 155'240 CHF | 155'489 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 32.05 CHF | 32.10 CHF | 5'100 | 5'100 | 5'072 | 5'072 | 161'577 CHF | 161'831 CHF | 99.99% | 99.99% |
05.07.2024 | 0.16% | 30.80 CHF | 30.85 CHF | 5'000 | 5'000 | 4'975 | 4'975 | 157'240 CHF | 157'488 CHF | 99.99% | 99.99% |
04.07.2024 | 0.16% | 31.60 CHF | 31.65 CHF | 5'100 | 5'100 | 5'079 | 5'079 | 159'943 CHF | 160'197 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 30.75 CHF | 30.80 CHF | 5'200 | 5'200 | 5'179 | 5'179 | 157'252 CHF | 157'511 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 30.05 CHF | 30.10 CHF | 5'000 | 5'000 | 4'979 | 4'979 | 147'909 CHF | 148'158 CHF | 99.98% | 99.98% |