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 | 0.27% | 3.72 CHF | 3.73 CHF | 29'190 | 29'190 | 28'770 | 28'770 | 107'707 CHF | 107'995 CHF | 99.90% | 99.90% |
12.07.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 29'120 | 29'120 | 28'848 | 28'848 | 107'488 CHF | 107'777 CHF | 99.93% | 99.93% |
11.07.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 29'210 | 29'210 | 29'049 | 29'049 | 107'102 CHF | 107'393 CHF | 99.75% | 99.75% |
10.07.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 29'570 | 29'570 | 29'407 | 29'407 | 105'958 CHF | 106'252 CHF | 100.00% | 100.00% |
09.07.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 29'920 | 29'920 | 29'660 | 29'660 | 105'467 CHF | 105'764 CHF | 99.25% | 99.25% |
08.07.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 29'670 | 29'670 | 29'331 | 29'331 | 105'974 CHF | 106'267 CHF | 100.00% | 100.00% |
05.07.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 29'790 | 29'790 | 29'442 | 29'442 | 106'061 CHF | 106'356 CHF | 99.78% | 99.78% |
04.07.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 29'630 | 29'630 | 29'291 | 29'291 | 106'388 CHF | 106'681 CHF | 100.00% | 100.00% |
03.07.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 29'670 | 29'670 | 29'582 | 29'582 | 105'756 CHF | 106'053 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 30'100 | 30'100 | 30'028 | 30'028 | 104'520 CHF | 104'821 CHF | 99.95% | 99.95% |