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 | 0.26% | 3.81 CHF | 3.82 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 249'300 CHF | 249'955 CHF | 99.98% | 99.98% |
12.07.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 253'099 CHF | 253'744 CHF | 99.97% | 99.97% |
11.07.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 65'000 | 65'000 | 64'846 | 64'846 | 248'818 CHF | 249'467 CHF | 99.73% | 99.73% |
10.07.2024 | 0.27% | 3.85 CHF | 3.86 CHF | 65'000 | 65'000 | 65'352 | 65'352 | 246'369 CHF | 247'023 CHF | 99.97% | 99.97% |
09.07.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 65'000 | 65'000 | 65'133 | 65'133 | 248'555 CHF | 249'207 CHF | 99.95% | 99.95% |
08.07.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 248'244 CHF | 248'889 CHF | 100.00% | 100.00% |
05.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 253'558 CHF | 254'193 CHF | 100.00% | 100.00% |
04.07.2024 | 0.26% | 4.00 CHF | 4.01 CHF | 64'000 | 64'000 | 63'445 | 63'445 | 251'082 CHF | 251'718 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 65'000 | 65'000 | 63'785 | 63'785 | 250'473 CHF | 251'111 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 64'000 | 64'000 | 62'781 | 62'781 | 252'047 CHF | 252'675 CHF | 99.91% | 99.91% |