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 | 0.25% | 4.06 CHF | 4.07 CHF | 29'190 | 29'190 | 28'775 | 28'775 | 117'283 CHF | 117'571 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 29'100 | 29'100 | 28'851 | 28'851 | 117'075 CHF | 117'364 CHF | 99.98% | 99.98% |
11.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 29'210 | 29'210 | 29'013 | 29'013 | 116'588 CHF | 116'878 CHF | 98.50% | 98.50% |
10.07.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 29'580 | 29'580 | 29'407 | 29'407 | 115'719 CHF | 116'013 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 29'920 | 29'920 | 29'662 | 29'662 | 115'295 CHF | 115'592 CHF | 99.51% | 99.51% |
08.07.2024 | 0.26% | 3.94 CHF | 3.95 CHF | 29'670 | 29'670 | 29'331 | 29'331 | 115'677 CHF | 115'970 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 29'790 | 29'790 | 29'440 | 29'440 | 115'823 CHF | 116'117 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 29'620 | 29'620 | 29'287 | 29'287 | 116'071 CHF | 116'365 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 29'680 | 29'680 | 29'580 | 29'580 | 115'579 CHF | 115'875 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 30'100 | 30'100 | 30'029 | 30'029 | 114'461 CHF | 114'761 CHF | 100.00% | 100.00% |