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 | 0.30% | 3.34 CHF | 3.35 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 269'825 CHF | 270'635 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 81'000 | 81'000 | 80'533 | 80'533 | 271'080 CHF | 271'885 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 82'000 | 82'000 | 81'576 | 81'576 | 268'100 CHF | 268'916 CHF | 99.99% | 99.99% |
10.07.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 268'693 CHF | 269'504 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 81'000 | 81'000 | 81'117 | 81'117 | 270'452 CHF | 271'264 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 276'191 CHF | 276'981 CHF | 99.99% | 99.99% |
05.07.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 277'148 CHF | 277'930 CHF | 99.81% | 99.81% |
04.07.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 277'829 CHF | 278'615 CHF | 99.49% | 99.49% |
03.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 274'709 CHF | 275'502 CHF | 99.37% | 99.37% |
02.07.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 272'568 CHF | 273'372 CHF | 99.98% | 99.98% |