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% | 3.57 CHF | 3.58 CHF | 29'190 | 29'190 | 28'775 | 28'775 | 103'182 CHF | 103'470 CHF | 100.00% | 100.00% |
12.07.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 29'100 | 29'100 | 28'852 | 28'852 | 102'976 CHF | 103'265 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 29'180 | 29'180 | 29'017 | 29'017 | 102'428 CHF | 102'719 CHF | 99.93% | 99.93% |
10.07.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 29'580 | 29'580 | 29'410 | 29'410 | 101'347 CHF | 101'642 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 29'930 | 29'930 | 29'659 | 29'659 | 100'780 CHF | 101'077 CHF | 99.41% | 99.41% |
08.07.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 29'670 | 29'670 | 29'332 | 29'332 | 101'370 CHF | 101'664 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 29'770 | 29'770 | 29'440 | 29'440 | 101'427 CHF | 101'721 CHF | 99.60% | 99.60% |
04.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 29'620 | 29'620 | 29'285 | 29'285 | 101'751 CHF | 102'044 CHF | 100.00% | 100.00% |
03.07.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 29'690 | 29'690 | 29'581 | 29'581 | 101'118 CHF | 101'414 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 30'100 | 30'100 | 30'027 | 30'027 | 99'796 CHF | 100'096 CHF | 99.89% | 99.89% |