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% | 3.87 CHF | 3.88 CHF | 97'600 | 97'600 | 97'961 | 97'961 | 375'091 CHF | 376'071 CHF | 100.00% | 100.00% |
12.07.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 98'200 | 98'200 | 98'260 | 98'260 | 373'728 CHF | 374'710 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 98'300 | 98'300 | 99'438 | 99'438 | 374'185 CHF | 375'179 CHF | 100.00% | 100.00% |
10.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 100'200 | 100'200 | 100'679 | 100'679 | 373'302 CHF | 374'309 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 101'000 | 101'000 | 101'128 | 101'128 | 373'814 CHF | 374'826 CHF | 100.00% | 100.00% |
08.07.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 101'400 | 101'400 | 100'558 | 100'558 | 369'270 CHF | 370'275 CHF | 100.00% | 100.00% |
05.07.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 100'100 | 100'100 | 100'639 | 100'639 | 374'379 CHF | 375'386 CHF | 99.78% | 99.78% |
04.07.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 101'000 | 101'000 | 100'940 | 100'940 | 375'097 CHF | 376'106 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 100'900 | 100'900 | 101'976 | 101'976 | 377'951 CHF | 378'970 CHF | 99.99% | 99.99% |
02.07.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 102'700 | 102'700 | 102'940 | 102'940 | 372'990 CHF | 374'019 CHF | 99.99% | 99.99% |