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% | 3.94 CHF | 3.95 CHF | 29'190 | 29'190 | 28'773 | 28'773 | 113'871 CHF | 114'159 CHF | 100.00% | 100.00% |
12.07.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 29'120 | 29'120 | 28'847 | 28'847 | 113'693 CHF | 113'982 CHF | 97.80% | 97.80% |
11.07.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 29'180 | 29'180 | 29'016 | 29'016 | 113'216 CHF | 113'507 CHF | 98.35% | 98.35% |
10.07.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 29'590 | 29'590 | 29'412 | 29'412 | 112'275 CHF | 112'570 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 29'940 | 29'940 | 29'659 | 29'659 | 111'823 CHF | 112'120 CHF | 99.51% | 99.51% |
08.07.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 29'670 | 29'670 | 29'332 | 29'332 | 112'250 CHF | 112'544 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 29'770 | 29'770 | 29'442 | 29'442 | 112'355 CHF | 112'649 CHF | 99.88% | 99.88% |
04.07.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 29'630 | 29'630 | 29'286 | 29'286 | 112'625 CHF | 112'918 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 29'690 | 29'690 | 29'581 | 29'581 | 112'094 CHF | 112'390 CHF | 100.00% | 100.00% |
02.07.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 30'100 | 30'100 | 30'025 | 30'025 | 110'922 CHF | 111'222 CHF | 99.89% | 99.89% |