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 | 0.31% | 3.21 CHF | 3.22 CHF | 71'000 | 71'000 | 71'084 | 71'084 | 228'232 CHF | 228'943 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 235'657 CHF | 236'347 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 69'000 | 69'000 | 69'338 | 69'338 | 233'968 CHF | 234'662 CHF | 99.82% | 99.82% |
10.07.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 229'058 CHF | 229'768 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 71'000 | 71'000 | 70'915 | 70'915 | 231'312 CHF | 232'022 CHF | 99.76% | 99.76% |
08.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 231'681 CHF | 232'391 CHF | 99.99% | 99.99% |
05.07.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 71'000 | 71'000 | 69'595 | 69'595 | 233'463 CHF | 234'159 CHF | 99.80% | 99.80% |
04.07.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 71'000 | 71'000 | 70'319 | 70'319 | 235'678 CHF | 236'381 CHF | 100.00% | 100.00% |
03.07.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 71'000 | 71'000 | 69'496 | 69'496 | 234'785 CHF | 235'480 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 69'000 | 69'000 | 69'566 | 69'566 | 234'342 CHF | 235'038 CHF | 99.99% | 99.99% |