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 | 0.25% | 3.87 CHF | 3.88 CHF | 26'300 | 26'300 | 26'300 | 26'300 | 104'565 CHF | 104'828 CHF | 100.00% | 100.00% |
12.07.2024 | 0.26% | 4.16 CHF | 4.17 CHF | 28'500 | 28'500 | 28'500 | 28'500 | 109'894 CHF | 110'179 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 3.70 CHF | 3.71 CHF | 29'600 | 29'600 | 30'102 | 30'102 | 108'292 CHF | 108'593 CHF | 99.80% | 99.80% |
10.07.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 32'400 | 32'400 | 32'400 | 32'400 | 110'928 CHF | 111'252 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 3.26 CHF | 3.27 CHF | 30'200 | 30'200 | 30'200 | 30'200 | 103'550 CHF | 103'852 CHF | 99.74% | 99.74% |
08.07.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 29'400 | 29'400 | 29'640 | 29'640 | 109'326 CHF | 109'622 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.57 CHF | 3.58 CHF | 29'200 | 29'200 | 28'179 | 28'179 | 106'644 CHF | 106'926 CHF | 99.80% | 99.80% |
04.07.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 28'600 | 28'600 | 28'600 | 28'600 | 107'830 CHF | 108'116 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 30'900 | 30'900 | 31'351 | 31'351 | 114'116 CHF | 114'429 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 31'800 | 31'800 | 31'800 | 31'800 | 102'526 CHF | 102'844 CHF | 100.00% | 100.00% |