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 | 0.26% | 3.84 CHF | 3.85 CHF | 29'190 | 29'190 | 28'770 | 28'770 | 111'128 CHF | 111'416 CHF | 100.00% | 100.00% |
12.07.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 29'120 | 29'120 | 28'848 | 28'848 | 110'950 CHF | 111'239 CHF | 99.93% | 99.93% |
11.07.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 29'210 | 29'210 | 29'052 | 29'052 | 110'583 CHF | 110'873 CHF | 99.85% | 99.85% |
10.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 29'570 | 29'570 | 29'407 | 29'407 | 109'487 CHF | 109'781 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 29'910 | 29'910 | 29'657 | 29'657 | 108'982 CHF | 109'279 CHF | 99.51% | 99.51% |
08.07.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 29'670 | 29'670 | 29'331 | 29'331 | 109'469 CHF | 109'762 CHF | 100.00% | 100.00% |
05.07.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 29'790 | 29'790 | 29'442 | 29'442 | 109'594 CHF | 109'889 CHF | 99.78% | 99.78% |
04.07.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 29'630 | 29'630 | 29'288 | 29'288 | 109'865 CHF | 110'158 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 29'670 | 29'670 | 29'580 | 29'580 | 109'271 CHF | 109'567 CHF | 98.99% | 98.99% |
02.07.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 30'100 | 30'100 | 30'026 | 30'026 | 108'086 CHF | 108'387 CHF | 99.72% | 99.72% |