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 | 0.57% | 3.42 CHF | 3.44 CHF | 16'500 | 16'500 | 16'427 | 16'427 | 57'840 CHF | 58'168 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 3.47 CHF | 3.49 CHF | 16'300 | 16'300 | 16'310 | 16'310 | 55'841 CHF | 56'167 CHF | 100.00% | 100.00% |
11.07.2024 | 0.56% | 3.56 CHF | 3.58 CHF | 16'000 | 16'000 | 15'957 | 15'957 | 56'858 CHF | 57'177 CHF | 99.97% | 99.97% |
10.07.2024 | 0.58% | 3.52 CHF | 3.54 CHF | 17'200 | 17'200 | 17'268 | 17'268 | 59'249 CHF | 59'594 CHF | 100.00% | 100.00% |
09.07.2024 | 0.60% | 3.30 CHF | 3.32 CHF | 17'400 | 17'400 | 17'388 | 17'388 | 58'036 CHF | 58'384 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 3.26 CHF | 3.28 CHF | 18'700 | 18'700 | 18'630 | 18'630 | 61'880 CHF | 62'252 CHF | 99.99% | 99.99% |
05.07.2024 | 0.65% | 3.00 CHF | 3.02 CHF | 18'900 | 18'900 | 18'874 | 18'874 | 58'121 CHF | 58'498 CHF | 99.99% | 99.99% |
04.07.2024 | 0.65% | 3.07 CHF | 3.09 CHF | 19'800 | 19'800 | 19'846 | 19'846 | 60'655 CHF | 61'052 CHF | 100.00% | 100.00% |
03.07.2024 | 0.71% | 2.86 CHF | 2.88 CHF | 18'900 | 18'900 | 18'959 | 18'959 | 53'571 CHF | 53'950 CHF | 100.00% | 100.00% |
02.07.2024 | 0.67% | 3.08 CHF | 3.10 CHF | 17'400 | 17'400 | 17'514 | 17'514 | 52'410 CHF | 52'761 CHF | 99.99% | 99.99% |