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 | 0.29% | 3.44 CHF | 3.45 CHF | 71'000 | 71'000 | 71'085 | 71'085 | 244'393 CHF | 245'104 CHF | 99.99% | 99.99% |
12.07.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 251'329 CHF | 252'019 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 69'000 | 69'000 | 69'335 | 69'335 | 249'737 CHF | 250'431 CHF | 99.82% | 99.82% |
10.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 245'203 CHF | 245'913 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 71'000 | 71'000 | 70'915 | 70'915 | 247'435 CHF | 248'145 CHF | 99.76% | 99.76% |
08.07.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 247'838 CHF | 248'548 CHF | 99.99% | 99.99% |
05.07.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 71'000 | 71'000 | 69'595 | 69'595 | 249'287 CHF | 249'983 CHF | 99.80% | 99.80% |
04.07.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 71'000 | 71'000 | 70'319 | 70'319 | 251'670 CHF | 252'373 CHF | 100.00% | 100.00% |
03.07.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 71'000 | 71'000 | 69'496 | 69'496 | 250'568 CHF | 251'263 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 69'000 | 69'000 | 69'567 | 69'567 | 250'146 CHF | 250'841 CHF | 100.00% | 100.00% |