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% | 3.70 CHF | 3.71 CHF | 29'190 | 29'190 | 28'775 | 28'775 | 106'948 CHF | 107'236 CHF | 100.00% | 100.00% |
12.07.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 29'110 | 29'110 | 28'853 | 28'853 | 106'764 CHF | 107'053 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 29'180 | 29'180 | 29'019 | 29'019 | 106'231 CHF | 106'522 CHF | 99.98% | 99.98% |
10.07.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 29'580 | 29'580 | 29'410 | 29'410 | 105'171 CHF | 105'465 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 29'940 | 29'940 | 29'660 | 29'660 | 104'676 CHF | 104'973 CHF | 99.51% | 99.51% |
08.07.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 29'670 | 29'670 | 29'332 | 29'332 | 105'184 CHF | 105'477 CHF | 100.00% | 100.00% |
05.07.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 29'770 | 29'770 | 29'442 | 29'442 | 105'289 CHF | 105'583 CHF | 99.88% | 99.88% |
04.07.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 29'620 | 29'620 | 29'285 | 29'285 | 105'558 CHF | 105'851 CHF | 100.00% | 100.00% |
03.07.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 29'690 | 29'690 | 29'581 | 29'581 | 104'995 CHF | 105'291 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 30'100 | 30'100 | 30'026 | 30'026 | 103'693 CHF | 103'993 CHF | 99.89% | 99.89% |