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% | 4.00 CHF | 4.01 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 34'426 CHF | 34'511 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 4.14 CHF | 4.15 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 34'196 CHF | 34'281 CHF | 100.00% | 100.00% |
11.07.2024 | 0.26% | 4.06 CHF | 4.07 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 33'149 CHF | 33'233 CHF | 99.94% | 99.94% |
10.07.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 9'000 | 9'000 | 8'895 | 8'895 | 33'412 CHF | 33'501 CHF | 99.96% | 99.96% |
09.07.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 9'000 | 9'000 | 8'669 | 8'669 | 32'766 CHF | 32'853 CHF | 99.56% | 99.56% |
08.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 9'000 | 9'000 | 8'568 | 8'568 | 32'410 CHF | 32'495 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 9'000 | 9'000 | 8'458 | 8'458 | 32'692 CHF | 32'777 CHF | 99.91% | 99.91% |
04.07.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 8'500 | 8'500 | 8'525 | 8'525 | 32'567 CHF | 32'652 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 9'000 | 9'000 | 8'756 | 8'756 | 32'987 CHF | 33'075 CHF | 99.86% | 99.86% |
02.07.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 9'000 | 9'000 | 8'915 | 8'915 | 32'063 CHF | 32'153 CHF | 99.61% | 99.61% |