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 | 0.33% | 3.01 CHF | 3.02 CHF | 29'190 | 29'190 | 28'773 | 28'773 | 87'236 CHF | 87'524 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 29'120 | 29'120 | 28'848 | 28'848 | 86'983 CHF | 87'271 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 29'210 | 29'210 | 29'052 | 29'052 | 86'470 CHF | 86'760 CHF | 99.85% | 99.85% |
10.07.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 29'570 | 29'570 | 29'409 | 29'409 | 85'057 CHF | 85'351 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 29'910 | 29'910 | 29'657 | 29'657 | 84'365 CHF | 84'662 CHF | 99.50% | 99.50% |
08.07.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 29'670 | 29'670 | 29'331 | 29'331 | 85'124 CHF | 85'418 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 29'790 | 29'790 | 29'442 | 29'442 | 85'156 CHF | 85'451 CHF | 99.78% | 99.78% |
04.07.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 29'630 | 29'630 | 29'291 | 29'291 | 85'579 CHF | 85'872 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 29'670 | 29'670 | 29'580 | 29'580 | 84'749 CHF | 85'045 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 30'100 | 30'100 | 30'030 | 30'030 | 83'206 CHF | 83'506 CHF | 99.95% | 99.95% |