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 | 0.30% | 32.50 CHF | 32.60 CHF | 2'400 | 2'400 | 2'383 | 2'383 | 80'052 CHF | 80'290 CHF | 99.96% | 99.96% |
12.07.2024 | 0.28% | 38.00 CHF | 38.10 CHF | 2'500 | 2'500 | 2'480 | 2'480 | 91'642 CHF | 91'891 CHF | 99.99% | 99.99% |
11.07.2024 | 0.30% | 34.55 CHF | 34.65 CHF | 2'700 | 2'700 | 2'700 | 2'700 | 90'297 CHF | 90'567 CHF | 99.78% | 99.78% |
10.07.2024 | 0.33% | 31.65 CHF | 31.75 CHF | 2'900 | 2'900 | 2'933 | 2'933 | 88'999 CHF | 89'292 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 29.00 CHF | 29.10 CHF | 2'800 | 2'800 | 2'800 | 2'800 | 85'508 CHF | 85'788 CHF | 99.73% | 99.73% |
08.07.2024 | 0.29% | 31.45 CHF | 31.55 CHF | 2'500 | 2'500 | 2'414 | 2'414 | 82'785 CHF | 83'026 CHF | 99.99% | 99.99% |
05.07.2024 | 0.27% | 36.20 CHF | 36.30 CHF | 2'300 | 2'300 | 2'309 | 2'309 | 87'037 CHF | 87'268 CHF | 99.79% | 99.79% |
04.07.2024 | 0.27% | 37.55 CHF | 37.65 CHF | 2'400 | 2'400 | 2'400 | 2'400 | 89'241 CHF | 89'481 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 36.60 CHF | 36.70 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 92'869 CHF | 93'119 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 34.55 CHF | 34.65 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 85'775 CHF | 86'025 CHF | 99.96% | 99.96% |