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 | 0.31% | 3.28 CHF | 3.29 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 264'674 CHF | 265'484 CHF | 99.99% | 99.99% |
12.07.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 265'893 CHF | 266'698 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 82'000 | 82'000 | 81'576 | 81'576 | 262'981 CHF | 263'797 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 263'464 CHF | 264'275 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 81'000 | 81'000 | 81'117 | 81'117 | 265'365 CHF | 266'177 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 271'196 CHF | 271'986 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 272'135 CHF | 272'917 CHF | 99.81% | 99.81% |
04.07.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 272'915 CHF | 273'701 CHF | 99.50% | 99.50% |
03.07.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 269'689 CHF | 270'481 CHF | 99.36% | 99.36% |
02.07.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 267'512 CHF | 268'315 CHF | 100.00% | 100.00% |