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% | 4.09 CHF | 4.10 CHF | 29'190 | 29'190 | 28'773 | 28'773 | 118'100 CHF | 118'388 CHF | 99.90% | 99.90% |
12.07.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 29'100 | 29'100 | 28'852 | 28'852 | 117'945 CHF | 118'234 CHF | 99.98% | 99.98% |
11.07.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 29'220 | 29'220 | 29'015 | 29'015 | 117'472 CHF | 117'762 CHF | 99.56% | 99.56% |
10.07.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 29'580 | 29'580 | 29'408 | 29'408 | 116'605 CHF | 116'899 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 29'930 | 29'930 | 29'662 | 29'662 | 116'186 CHF | 116'483 CHF | 99.51% | 99.51% |
08.07.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 29'670 | 29'670 | 29'329 | 29'329 | 116'551 CHF | 116'845 CHF | 100.00% | 100.00% |
05.07.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 29'790 | 29'790 | 29'440 | 29'440 | 116'708 CHF | 117'003 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 29'620 | 29'620 | 29'288 | 29'288 | 116'948 CHF | 117'241 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.98 CHF | 3.99 CHF | 29'670 | 29'670 | 29'582 | 29'582 | 116'441 CHF | 116'737 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 30'100 | 30'100 | 30'029 | 30'029 | 115'333 CHF | 115'633 CHF | 99.95% | 99.95% |