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 | 0.33% | 2.98 CHF | 2.99 CHF | 31'000 | 31'000 | 31'093 | 31'093 | 93'460 CHF | 93'771 CHF | 99.44% | 99.44% |
12.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 30'000 | 30'000 | 30'367 | 30'367 | 96'814 CHF | 97'118 CHF | 100.00% | 100.00% |
11.07.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 31'000 | 31'000 | 30'845 | 30'845 | 95'351 CHF | 95'660 CHF | 99.82% | 99.82% |
10.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 31'000 | 31'000 | 31'204 | 31'204 | 93'673 CHF | 93'985 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 2.94 CHF | 2.95 CHF | 32'000 | 32'000 | 31'147 | 31'147 | 93'749 CHF | 94'060 CHF | 99.73% | 99.73% |
08.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 31'000 | 31'000 | 30'872 | 30'872 | 93'897 CHF | 94'206 CHF | 99.99% | 99.99% |
05.07.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 31'000 | 31'000 | 30'872 | 30'872 | 95'108 CHF | 95'416 CHF | 99.81% | 99.81% |
04.07.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 31'000 | 31'000 | 31'793 | 31'793 | 94'657 CHF | 94'975 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 32'000 | 32'000 | 31'868 | 31'868 | 91'019 CHF | 91'338 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 32'000 | 32'000 | 31'868 | 31'868 | 91'367 CHF | 91'686 CHF | 100.00% | 100.00% |