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% | 3.73 CHF | 3.74 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 300'854 CHF | 301'664 CHF | 100.00% | 100.00% |
12.07.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 301'817 CHF | 302'622 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 82'000 | 82'000 | 81'578 | 81'578 | 299'263 CHF | 300'079 CHF | 100.00% | 100.00% |
10.07.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 299'537 CHF | 300'348 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 81'000 | 81'000 | 81'117 | 81'117 | 301'385 CHF | 302'196 CHF | 100.00% | 100.00% |
08.07.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 306'176 CHF | 306'966 CHF | 99.99% | 99.99% |
05.07.2024 | 0.25% | 3.88 CHF | 3.89 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 306'883 CHF | 307'666 CHF | 99.81% | 99.81% |
04.07.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 307'716 CHF | 308'502 CHF | 99.49% | 99.49% |
03.07.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 304'829 CHF | 305'621 CHF | 99.35% | 99.35% |
02.07.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 303'041 CHF | 303'844 CHF | 99.99% | 99.99% |