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 | 0.27% | 3.74 CHF | 3.75 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 244'736 CHF | 245'390 CHF | 99.98% | 99.98% |
12.07.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 65'000 | 65'000 | 64'391 | 64'391 | 248'612 CHF | 249'257 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 65'000 | 65'000 | 64'844 | 64'844 | 244'278 CHF | 244'927 CHF | 99.78% | 99.78% |
10.07.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 65'000 | 65'000 | 65'352 | 65'352 | 241'788 CHF | 242'442 CHF | 99.97% | 99.97% |
09.07.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 65'000 | 65'000 | 65'134 | 65'134 | 243'999 CHF | 244'651 CHF | 99.95% | 99.95% |
08.07.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 65'000 | 65'000 | 64'390 | 64'390 | 243'745 CHF | 244'390 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.96 CHF | 3.97 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 249'121 CHF | 249'756 CHF | 100.00% | 100.00% |
04.07.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 64'000 | 64'000 | 63'446 | 63'446 | 246'633 CHF | 247'268 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 65'000 | 65'000 | 63'831 | 63'831 | 246'165 CHF | 246'804 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 64'000 | 64'000 | 62'782 | 62'782 | 247'628 CHF | 248'256 CHF | 99.87% | 99.87% |