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 | 0.24% | 4.03 CHF | 4.04 CHF | 33'200 | 33'200 | 33'156 | 33'156 | 136'243 CHF | 136'574 CHF | 99.98% | 99.98% |
12.07.2024 | 0.26% | 4.17 CHF | 4.18 CHF | 35'900 | 35'900 | 36'310 | 36'310 | 137'569 CHF | 137'932 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 3.88 CHF | 3.89 CHF | 37'500 | 37'500 | 37'345 | 37'345 | 140'378 CHF | 140'752 CHF | 99.43% | 99.43% |
10.07.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 38'900 | 38'900 | 38'800 | 38'800 | 141'761 CHF | 142'149 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.51 CHF | 3.52 CHF | 35'000 | 35'000 | 34'253 | 34'253 | 132'167 CHF | 132'510 CHF | 99.99% | 99.99% |
08.07.2024 | 0.23% | 4.04 CHF | 4.05 CHF | 32'700 | 32'700 | 32'084 | 32'084 | 139'295 CHF | 139'616 CHF | 99.99% | 99.99% |
05.07.2024 | 0.23% | 4.23 CHF | 4.24 CHF | 34'500 | 34'500 | 34'400 | 34'400 | 150'418 CHF | 150'762 CHF | 99.48% | 99.48% |
04.07.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 34'300 | 34'300 | 34'159 | 34'159 | 135'605 CHF | 135'947 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 4.00 CHF | 4.01 CHF | 37'400 | 37'400 | 37'246 | 37'246 | 145'565 CHF | 145'937 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 37'300 | 37'300 | 37'095 | 37'095 | 132'063 CHF | 132'434 CHF | 99.98% | 99.98% |