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 | 71'000 | 71'000 | 71'085 | 71'085 | 275'180 CHF | 275'890 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 4.13 CHF | 4.14 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 281'122 CHF | 281'812 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 69'000 | 69'000 | 69'337 | 69'337 | 279'651 CHF | 280'345 CHF | 99.82% | 99.82% |
10.07.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 275'874 CHF | 276'584 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 71'000 | 71'000 | 70'915 | 70'915 | 278'054 CHF | 278'764 CHF | 99.77% | 99.77% |
08.07.2024 | 0.25% | 3.88 CHF | 3.89 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 278'505 CHF | 279'215 CHF | 99.99% | 99.99% |
05.07.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 71'000 | 71'000 | 69'595 | 69'595 | 279'341 CHF | 280'037 CHF | 99.81% | 99.81% |
04.07.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 71'000 | 71'000 | 70'319 | 70'319 | 282'005 CHF | 282'708 CHF | 100.00% | 100.00% |
03.07.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 71'000 | 71'000 | 69'496 | 69'496 | 280'536 CHF | 281'231 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 69'000 | 69'000 | 69'567 | 69'567 | 280'115 CHF | 280'811 CHF | 100.00% | 100.00% |