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 | 0.56% | 3.59 CHF | 3.61 CHF | 19'500 | 19'500 | 19'318 | 19'318 | 69'554 CHF | 69'940 CHF | 100.00% | 100.00% |
12.07.2024 | 0.56% | 3.62 CHF | 3.64 CHF | 19'500 | 19'500 | 19'317 | 19'317 | 69'983 CHF | 70'370 CHF | 100.00% | 100.00% |
11.07.2024 | 0.56% | 3.63 CHF | 3.65 CHF | 19'500 | 19'500 | 19'316 | 19'316 | 69'030 CHF | 69'417 CHF | 99.63% | 99.63% |
10.07.2024 | 0.57% | 3.53 CHF | 3.55 CHF | 19'500 | 19'500 | 19'311 | 19'311 | 68'227 CHF | 68'614 CHF | 96.52% | 100.00% |
09.07.2024 | 0.59% | 3.43 CHF | 3.45 CHF | 19'500 | 19'500 | 19'316 | 19'316 | 66'081 CHF | 66'468 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 3.37 CHF | 3.39 CHF | 19'500 | 19'500 | 19'317 | 19'317 | 65'678 CHF | 66'065 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 3.41 CHF | 3.43 CHF | 19'500 | 19'500 | 19'317 | 19'317 | 65'769 CHF | 66'156 CHF | 99.92% | 99.92% |
04.07.2024 | 0.60% | 3.37 CHF | 3.39 CHF | 19'500 | 19'500 | 19'317 | 19'317 | 65'319 CHF | 65'705 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 3.35 CHF | 3.37 CHF | 19'500 | 19'500 | 19'317 | 19'317 | 64'249 CHF | 64'636 CHF | 99.82% | 99.82% |
02.07.2024 | 0.62% | 3.30 CHF | 3.32 CHF | 19'500 | 19'500 | 19'317 | 19'317 | 63'052 CHF | 63'439 CHF | 100.00% | 100.00% |