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 | 0.60% | 3.36 CHF | 3.38 CHF | 29'190 | 29'190 | 28'772 | 28'772 | 97'301 CHF | 97'877 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 3.37 CHF | 3.39 CHF | 29'120 | 29'120 | 28'847 | 28'847 | 97'078 CHF | 97'655 CHF | 100.00% | 100.00% |
11.07.2024 | 0.61% | 3.33 CHF | 3.35 CHF | 29'200 | 29'200 | 29'024 | 29'024 | 96'520 CHF | 97'101 CHF | 99.93% | 99.93% |
10.07.2024 | 0.62% | 3.28 CHF | 3.30 CHF | 29'570 | 29'570 | 29'408 | 29'408 | 95'347 CHF | 95'936 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 3.20 CHF | 3.22 CHF | 29'900 | 29'900 | 29'658 | 29'658 | 94'717 CHF | 95'311 CHF | 99.51% | 99.51% |
08.07.2024 | 0.62% | 3.24 CHF | 3.26 CHF | 29'670 | 29'670 | 29'333 | 29'333 | 95'375 CHF | 95'962 CHF | 100.00% | 100.00% |
05.07.2024 | 0.62% | 3.23 CHF | 3.25 CHF | 29'790 | 29'790 | 29'435 | 29'435 | 95'420 CHF | 96'009 CHF | 97.45% | 97.45% |
04.07.2024 | 0.62% | 3.26 CHF | 3.28 CHF | 29'630 | 29'630 | 29'287 | 29'287 | 95'784 CHF | 96'371 CHF | 100.00% | 100.00% |
03.07.2024 | 0.63% | 3.25 CHF | 3.27 CHF | 29'670 | 29'670 | 29'580 | 29'580 | 95'073 CHF | 95'665 CHF | 98.99% | 98.99% |
02.07.2024 | 0.65% | 3.16 CHF | 3.18 CHF | 30'100 | 30'100 | 30'025 | 30'025 | 93'659 CHF | 94'260 CHF | 99.66% | 99.66% |