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 | 0.65% | 3.12 CHF | 3.14 CHF | 14'000 | 14'000 | 13'869 | 13'869 | 43'233 CHF | 43'511 CHF | 100.00% | 100.00% |
12.07.2024 | 0.61% | 3.37 CHF | 3.39 CHF | 13'000 | 13'000 | 12'878 | 12'878 | 42'697 CHF | 42'955 CHF | 100.00% | 100.00% |
11.07.2024 | 0.61% | 3.29 CHF | 3.31 CHF | 13'000 | 13'000 | 12'877 | 12'877 | 42'193 CHF | 42'451 CHF | 98.93% | 98.93% |
10.07.2024 | 0.64% | 3.17 CHF | 3.19 CHF | 13'000 | 13'000 | 13'819 | 13'819 | 43'277 CHF | 43'554 CHF | 99.94% | 99.94% |
09.07.2024 | 0.64% | 3.11 CHF | 3.13 CHF | 14'000 | 14'000 | 13'203 | 13'203 | 41'809 CHF | 42'073 CHF | 100.00% | 100.00% |
08.07.2024 | 0.64% | 3.13 CHF | 3.15 CHF | 14'000 | 14'000 | 13'036 | 13'036 | 41'300 CHF | 41'561 CHF | 99.91% | 99.91% |
05.07.2024 | 0.62% | 3.20 CHF | 3.22 CHF | 13'000 | 13'000 | 12'878 | 12'878 | 41'945 CHF | 42'203 CHF | 99.90% | 99.90% |
04.07.2024 | 0.62% | 3.24 CHF | 3.26 CHF | 13'000 | 13'000 | 12'878 | 12'878 | 41'906 CHF | 42'164 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 3.26 CHF | 3.28 CHF | 13'000 | 13'000 | 12'878 | 12'878 | 42'253 CHF | 42'511 CHF | 99.87% | 99.87% |
02.07.2024 | 0.62% | 3.26 CHF | 3.28 CHF | 13'000 | 13'000 | 12'878 | 12'878 | 42'122 CHF | 42'380 CHF | 99.75% | 99.75% |