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 | 32'500 | 32'500 | 32'414 | 32'414 | 99'148 CHF | 99'472 CHF | 99.99% | 99.99% |
12.07.2024 | 0.31% | 3.38 CHF | 3.39 CHF | 33'300 | 33'300 | 33'570 | 33'570 | 110'955 CHF | 111'292 CHF | 99.99% | 99.99% |
11.07.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 36'300 | 36'300 | 36'300 | 36'300 | 110'337 CHF | 110'700 CHF | 99.80% | 99.80% |
10.07.2024 | 0.36% | 2.91 CHF | 2.92 CHF | 38'600 | 38'600 | 38'834 | 38'834 | 109'090 CHF | 109'479 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 2.71 CHF | 2.72 CHF | 37'700 | 37'700 | 37'196 | 37'196 | 104'952 CHF | 105'324 CHF | 99.74% | 99.74% |
08.07.2024 | 0.32% | 2.89 CHF | 2.90 CHF | 33'800 | 33'800 | 33'230 | 33'230 | 102'702 CHF | 103'034 CHF | 99.99% | 99.99% |
05.07.2024 | 0.30% | 3.23 CHF | 3.24 CHF | 32'100 | 32'100 | 32'153 | 32'153 | 107'289 CHF | 107'611 CHF | 99.80% | 99.80% |
04.07.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 32'800 | 32'800 | 32'800 | 32'800 | 108'130 CHF | 108'458 CHF | 100.00% | 100.00% |
03.07.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 33'500 | 33'500 | 33'503 | 33'503 | 110'368 CHF | 110'703 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 33'700 | 33'700 | 33'795 | 33'795 | 104'374 CHF | 104'712 CHF | 99.99% | 99.99% |