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 | 0.29% | 3.49 CHF | 3.50 CHF | 29'190 | 29'190 | 28'774 | 28'774 | 100'887 CHF | 101'175 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 29'100 | 29'100 | 28'852 | 28'852 | 100'634 CHF | 100'923 CHF | 99.98% | 99.98% |
11.07.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 29'180 | 29'180 | 29'017 | 29'017 | 100'092 CHF | 100'382 CHF | 99.73% | 99.73% |
10.07.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 29'580 | 29'580 | 29'408 | 29'408 | 98'960 CHF | 99'254 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 29'930 | 29'930 | 29'659 | 29'659 | 98'409 CHF | 98'706 CHF | 99.41% | 99.41% |
08.07.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 29'670 | 29'670 | 29'331 | 29'331 | 98'987 CHF | 99'281 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 29'770 | 29'770 | 29'441 | 29'441 | 99'069 CHF | 99'364 CHF | 99.95% | 99.95% |
04.07.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 29'620 | 29'620 | 29'285 | 29'285 | 99'384 CHF | 99'677 CHF | 100.00% | 100.00% |
03.07.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 29'690 | 29'690 | 29'580 | 29'580 | 98'755 CHF | 99'051 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 30'100 | 30'100 | 30'030 | 30'030 | 97'374 CHF | 97'674 CHF | 99.89% | 99.89% |