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 | 0.79% | 3.63 CHF | 3.66 CHF | 21'300 | 21'300 | 21'132 | 21'132 | 79'930 CHF | 80'564 CHF | 99.96% | 99.96% |
12.07.2024 | 0.81% | 3.82 CHF | 3.85 CHF | 21'200 | 21'200 | 21'355 | 21'355 | 79'070 CHF | 79'710 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 3.81 CHF | 3.84 CHF | 22'000 | 22'000 | 22'154 | 22'154 | 81'915 CHF | 82'579 CHF | 99.98% | 99.98% |
10.07.2024 | 0.85% | 3.57 CHF | 3.60 CHF | 22'700 | 22'700 | 22'700 | 22'700 | 80'082 CHF | 80'763 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 3.51 CHF | 3.54 CHF | 22'200 | 22'200 | 22'102 | 22'102 | 79'173 CHF | 79'837 CHF | 99.99% | 99.99% |
08.07.2024 | 0.80% | 3.65 CHF | 3.68 CHF | 21'600 | 21'600 | 21'535 | 21'535 | 80'006 CHF | 80'652 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 3.69 CHF | 3.72 CHF | 20'400 | 20'400 | 20'304 | 20'304 | 75'819 CHF | 76'429 CHF | 99.81% | 99.81% |
04.07.2024 | 0.74% | 4.07 CHF | 4.10 CHF | 20'400 | 20'400 | 20'497 | 20'497 | 82'567 CHF | 83'182 CHF | 99.49% | 99.49% |
03.07.2024 | 0.77% | 3.95 CHF | 3.98 CHF | 20'400 | 20'400 | 20'497 | 20'497 | 79'809 CHF | 80'424 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 3.89 CHF | 3.92 CHF | 20'300 | 20'300 | 20'320 | 20'320 | 77'057 CHF | 77'667 CHF | 99.99% | 99.99% |