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% | 3.04 CHF | 3.05 CHF | 71'000 | 71'000 | 71'084 | 71'084 | 216'184 CHF | 216'895 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 223'936 CHF | 224'626 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 69'000 | 69'000 | 69'335 | 69'335 | 222'184 CHF | 222'878 CHF | 99.85% | 99.85% |
10.07.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 217'035 CHF | 217'745 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 71'000 | 71'000 | 70'915 | 70'915 | 219'286 CHF | 219'996 CHF | 99.73% | 99.73% |
08.07.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 219'647 CHF | 220'357 CHF | 99.98% | 99.98% |
05.07.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 71'000 | 71'000 | 69'595 | 69'595 | 221'701 CHF | 222'397 CHF | 99.80% | 99.80% |
04.07.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 71'000 | 71'000 | 70'319 | 70'319 | 223'780 CHF | 224'483 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 71'000 | 71'000 | 69'496 | 69'496 | 222'991 CHF | 223'686 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 69'000 | 69'000 | 69'568 | 69'568 | 222'533 CHF | 223'229 CHF | 99.99% | 99.99% |