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 | 0.30% | 3.33 CHF | 3.34 CHF | 29'190 | 29'190 | 28'775 | 28'775 | 96'394 CHF | 96'682 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 29'120 | 29'120 | 28'840 | 28'840 | 96'104 CHF | 96'393 CHF | 97.80% | 97.80% |
11.07.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 29'190 | 29'190 | 29'018 | 29'018 | 95'587 CHF | 95'878 CHF | 98.93% | 98.93% |
10.07.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 29'590 | 29'590 | 29'414 | 29'414 | 94'402 CHF | 94'697 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 29'890 | 29'890 | 29'658 | 29'658 | 93'789 CHF | 94'086 CHF | 99.51% | 99.51% |
08.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 29'670 | 29'670 | 29'333 | 29'333 | 94'420 CHF | 94'714 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 29'780 | 29'780 | 29'441 | 29'441 | 94'472 CHF | 94'766 CHF | 99.64% | 99.64% |
04.07.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 29'630 | 29'630 | 29'285 | 29'285 | 94'824 CHF | 95'117 CHF | 100.00% | 100.00% |
03.07.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 29'700 | 29'700 | 29'582 | 29'582 | 94'140 CHF | 94'436 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 30'100 | 30'100 | 30'025 | 30'025 | 92'681 CHF | 92'981 CHF | 100.00% | 100.00% |