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 | 0.28% | 3.61 CHF | 3.62 CHF | 29'190 | 29'190 | 28'773 | 28'773 | 104'289 CHF | 104'577 CHF | 99.89% | 99.89% |
12.07.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 29'100 | 29'100 | 28'849 | 28'849 | 104'060 CHF | 104'349 CHF | 99.94% | 99.94% |
11.07.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 29'220 | 29'220 | 29'015 | 29'015 | 103'545 CHF | 103'835 CHF | 99.56% | 99.56% |
10.07.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 29'580 | 29'580 | 29'409 | 29'409 | 102'458 CHF | 102'752 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 29'930 | 29'930 | 29'662 | 29'662 | 101'948 CHF | 102'245 CHF | 99.51% | 99.51% |
08.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 29'670 | 29'670 | 29'329 | 29'329 | 102'473 CHF | 102'767 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 29'790 | 29'790 | 29'440 | 29'440 | 102'577 CHF | 102'872 CHF | 100.00% | 100.00% |
04.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 29'620 | 29'620 | 29'288 | 29'288 | 102'889 CHF | 103'183 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 29'670 | 29'670 | 29'582 | 29'582 | 102'242 CHF | 102'538 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 30'100 | 30'100 | 30'026 | 30'026 | 100'943 CHF | 101'243 CHF | 99.97% | 99.97% |