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 | 0.32% | 3.08 CHF | 3.09 CHF | 89'800 | 89'800 | 89'439 | 89'439 | 274'816 CHF | 275'710 CHF | 100.00% | 100.00% |
12.07.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 89'200 | 89'200 | 87'945 | 87'945 | 272'566 CHF | 273'446 CHF | 100.00% | 100.00% |
11.07.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 87'100 | 87'100 | 87'100 | 87'100 | 273'565 CHF | 274'436 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 87'100 | 87'100 | 87'160 | 87'160 | 278'041 CHF | 278'913 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 87'200 | 87'200 | 88'067 | 88'067 | 280'265 CHF | 281'146 CHF | 100.00% | 100.00% |
08.07.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 88'800 | 88'800 | 87'478 | 87'478 | 271'673 CHF | 272'548 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 86'600 | 86'600 | 86'360 | 86'360 | 275'266 CHF | 276'129 CHF | 100.00% | 100.00% |
04.07.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 86'200 | 86'200 | 84'464 | 84'464 | 275'305 CHF | 276'150 CHF | 100.00% | 100.00% |
03.07.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 83'300 | 83'300 | 83'001 | 83'001 | 276'991 CHF | 277'821 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 82'900 | 82'900 | 84'161 | 84'161 | 284'941 CHF | 285'782 CHF | 99.99% | 99.99% |