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 | 0.28% | 3.55 CHF | 3.56 CHF | 65'700 | 65'700 | 65'399 | 65'399 | 231'394 CHF | 232'048 CHF | 99.99% | 99.99% |
12.07.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 65'200 | 65'200 | 64'064 | 64'064 | 229'031 CHF | 229'671 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 63'300 | 63'300 | 63'300 | 63'300 | 229'966 CHF | 230'599 CHF | 99.93% | 99.93% |
10.07.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 63'300 | 63'300 | 63'300 | 63'300 | 234'352 CHF | 234'985 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 63'300 | 63'300 | 64'133 | 64'133 | 236'727 CHF | 237'369 CHF | 100.00% | 100.00% |
08.07.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 64'800 | 64'800 | 63'599 | 63'599 | 227'895 CHF | 228'531 CHF | 99.99% | 99.99% |
05.07.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 62'800 | 62'800 | 62'560 | 62'560 | 231'443 CHF | 232'069 CHF | 100.00% | 100.00% |
04.07.2024 | 0.42% | 3.76 CHF | 3.77 CHF | 62'400 | 62'400 | 60'843 | 60'843 | 230'773 CHF | 231'739 CHF | 100.00% | 100.00% |
03.07.2024 | 0.51% | 3.79 CHF | 3.81 CHF | 59'900 | 59'900 | 59'661 | 59'661 | 232'548 CHF | 233'741 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 3.94 CHF | 3.96 CHF | 59'500 | 59'500 | 60'641 | 60'641 | 240'855 CHF | 241'700 CHF | 99.98% | 99.98% |