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 | 0.16% | 30.65 CHF | 30.70 CHF | 3'500 | 3'500 | 3'500 | 3'500 | 106'638 CHF | 106'813 CHF | 99.99% | 99.99% |
12.07.2024 | 0.16% | 31.05 CHF | 31.10 CHF | 3'600 | 3'600 | 3'600 | 3'600 | 110'663 CHF | 110'843 CHF | 99.93% | 99.93% |
11.07.2024 | 0.17% | 30.05 CHF | 30.10 CHF | 3'600 | 3'600 | 3'600 | 3'600 | 107'589 CHF | 107'769 CHF | 99.65% | 99.65% |
10.07.2024 | 0.17% | 29.65 CHF | 29.70 CHF | 3'700 | 3'700 | 3'700 | 3'700 | 109'200 CHF | 109'385 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 28.15 CHF | 28.20 CHF | 3'600 | 3'600 | 3'600 | 3'600 | 103'908 CHF | 104'088 CHF | 99.99% | 99.99% |
08.07.2024 | 0.16% | 29.80 CHF | 29.85 CHF | 3'600 | 3'600 | 3'600 | 3'600 | 109'707 CHF | 109'887 CHF | 99.99% | 99.99% |
05.07.2024 | 0.16% | 29.60 CHF | 29.65 CHF | 3'600 | 3'600 | 3'600 | 3'600 | 109'466 CHF | 109'646 CHF | 99.99% | 99.99% |
04.07.2024 | 0.16% | 30.65 CHF | 30.70 CHF | 3'700 | 3'700 | 3'700 | 3'700 | 114'071 CHF | 114'256 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 29.00 CHF | 29.05 CHF | 3'900 | 3'900 | 3'900 | 3'900 | 111'339 CHF | 111'534 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 26.90 CHF | 26.95 CHF | 3'800 | 3'800 | 3'800 | 3'800 | 98'936 CHF | 99'103 CHF | 99.98% | 99.98% |