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 | 0.47% | 3.36 CHF | 3.37 CHF | 60'500 | 60'500 | 59'959 | 59'959 | 205'339 CHF | 206'297 CHF | 99.98% | 99.98% |
12.07.2024 | 0.57% | 3.44 CHF | 3.46 CHF | 59'600 | 59'600 | 59'480 | 59'480 | 206'319 CHF | 207'508 CHF | 100.00% | 100.00% |
11.07.2024 | 0.56% | 3.61 CHF | 3.63 CHF | 59'400 | 59'400 | 57'842 | 57'842 | 204'893 CHF | 206'050 CHF | 99.97% | 99.97% |
10.07.2024 | 0.55% | 3.54 CHF | 3.56 CHF | 56'800 | 56'800 | 56'142 | 56'142 | 204'743 CHF | 205'866 CHF | 100.00% | 100.00% |
09.07.2024 | 0.54% | 3.73 CHF | 3.75 CHF | 55'700 | 55'700 | 55'392 | 55'392 | 203'272 CHF | 204'380 CHF | 100.00% | 100.00% |
08.07.2024 | 0.54% | 3.66 CHF | 3.68 CHF | 55'200 | 55'200 | 56'162 | 56'162 | 208'740 CHF | 209'863 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 3.67 CHF | 3.69 CHF | 56'900 | 56'900 | 56'121 | 56'121 | 203'940 CHF | 205'062 CHF | 99.78% | 99.78% |
04.07.2024 | 0.55% | 3.62 CHF | 3.64 CHF | 55'600 | 55'600 | 55'660 | 55'660 | 202'791 CHF | 203'904 CHF | 100.00% | 100.00% |
03.07.2024 | 0.54% | 3.60 CHF | 3.62 CHF | 55'700 | 55'700 | 54'325 | 54'325 | 198'932 CHF | 200'019 CHF | 100.00% | 100.00% |
02.07.2024 | 0.52% | 3.78 CHF | 3.80 CHF | 53'400 | 53'400 | 53'160 | 53'160 | 203'522 CHF | 204'585 CHF | 99.98% | 99.98% |