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% | 3.80 CHF | 3.81 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 307'040 CHF | 307'850 CHF | 100.00% | 100.00% |
12.07.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 307'954 CHF | 308'759 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 82'000 | 82'000 | 81'578 | 81'578 | 305'515 CHF | 306'331 CHF | 100.00% | 100.00% |
10.07.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 305'683 CHF | 306'494 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 81'000 | 81'000 | 81'117 | 81'117 | 307'577 CHF | 308'388 CHF | 100.00% | 100.00% |
08.07.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 312'239 CHF | 313'029 CHF | 99.99% | 99.99% |
05.07.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 312'901 CHF | 313'683 CHF | 99.82% | 99.82% |
04.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 313'811 CHF | 314'597 CHF | 99.50% | 99.50% |
03.07.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 310'888 CHF | 311'681 CHF | 99.37% | 99.37% |
02.07.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 309'163 CHF | 309'966 CHF | 100.00% | 100.00% |