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% | 3.96 CHF | 3.97 CHF | 29'190 | 29'190 | 28'772 | 28'772 | 114'618 CHF | 114'907 CHF | 99.90% | 99.90% |
12.07.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 29'100 | 29'100 | 28'849 | 28'849 | 114'446 CHF | 114'734 CHF | 99.94% | 99.94% |
11.07.2024 | 0.26% | 3.94 CHF | 3.95 CHF | 29'210 | 29'210 | 29'049 | 29'049 | 114'074 CHF | 114'365 CHF | 99.75% | 99.75% |
10.07.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 29'580 | 29'580 | 29'409 | 29'409 | 113'045 CHF | 113'340 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 29'920 | 29'920 | 29'659 | 29'659 | 112'584 CHF | 112'881 CHF | 99.26% | 99.26% |
08.07.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 29'670 | 29'670 | 29'331 | 29'331 | 113'013 CHF | 113'307 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 29'790 | 29'790 | 29'444 | 29'444 | 113'155 CHF | 113'450 CHF | 100.00% | 100.00% |
04.07.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 29'630 | 29'630 | 29'291 | 29'291 | 113'418 CHF | 113'711 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 29'670 | 29'670 | 29'580 | 29'580 | 112'851 CHF | 113'147 CHF | 100.00% | 100.00% |
02.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 30'100 | 30'100 | 30'030 | 30'030 | 111'735 CHF | 112'035 CHF | 99.95% | 99.95% |