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 | 0.31% | 3.16 CHF | 3.17 CHF | 31'000 | 31'000 | 31'093 | 31'093 | 99'127 CHF | 99'438 CHF | 99.44% | 99.44% |
12.07.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 30'000 | 30'000 | 30'367 | 30'367 | 102'305 CHF | 102'608 CHF | 99.99% | 99.99% |
11.07.2024 | 0.31% | 3.37 CHF | 3.38 CHF | 31'000 | 31'000 | 30'844 | 30'844 | 100'941 CHF | 101'249 CHF | 99.82% | 99.82% |
10.07.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 31'000 | 31'000 | 31'204 | 31'204 | 99'411 CHF | 99'723 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 3.12 CHF | 3.13 CHF | 32'000 | 32'000 | 31'147 | 31'147 | 99'405 CHF | 99'716 CHF | 99.77% | 99.77% |
08.07.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 31'000 | 31'000 | 30'872 | 30'872 | 99'485 CHF | 99'794 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 31'000 | 31'000 | 30'872 | 30'872 | 100'697 CHF | 101'005 CHF | 99.81% | 99.81% |
04.07.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 31'000 | 31'000 | 31'793 | 31'793 | 100'446 CHF | 100'764 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 32'000 | 32'000 | 31'868 | 31'868 | 96'846 CHF | 97'165 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 32'000 | 32'000 | 31'868 | 31'868 | 97'178 CHF | 97'497 CHF | 99.99% | 99.99% |