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 | 0.30% | 3.29 CHF | 3.30 CHF | 71'000 | 71'000 | 71'084 | 71'084 | 234'062 CHF | 234'772 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 241'325 CHF | 242'015 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 69'000 | 69'000 | 69'337 | 69'337 | 239'653 CHF | 240'347 CHF | 99.82% | 99.82% |
10.07.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 234'854 CHF | 235'564 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 71'000 | 71'000 | 70'915 | 70'915 | 237'120 CHF | 237'830 CHF | 99.74% | 99.74% |
08.07.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 237'502 CHF | 238'212 CHF | 99.99% | 99.99% |
05.07.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 71'000 | 71'000 | 69'595 | 69'595 | 239'228 CHF | 239'924 CHF | 99.80% | 99.80% |
04.07.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 71'000 | 71'000 | 70'319 | 70'319 | 241'485 CHF | 242'188 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 71'000 | 71'000 | 69'496 | 69'496 | 240'491 CHF | 241'186 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 69'000 | 69'000 | 69'568 | 69'568 | 240'091 CHF | 240'786 CHF | 100.00% | 100.00% |