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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.63% | 3.26 CHF | 3.28 CHF | 19'770 | 19'770 | 19'680 | 19'680 | 62'874 CHF | 63'268 CHF | 99.99% | 99.99% |
11.07.2024 | 0.65% | 3.13 CHF | 3.15 CHF | 20'140 | 20'140 | 20'033 | 20'033 | 62'049 CHF | 62'450 CHF | 99.94% | 99.94% |
10.07.2024 | 0.66% | 3.07 CHF | 3.09 CHF | 20'750 | 20'750 | 20'584 | 20'584 | 62'341 CHF | 62'753 CHF | 100.00% | 100.00% |
09.07.2024 | 0.66% | 3.02 CHF | 3.04 CHF | 20'580 | 20'580 | 20'313 | 20'313 | 62'394 CHF | 62'801 CHF | 99.60% | 99.60% |
08.07.2024 | 0.66% | 3.02 CHF | 3.04 CHF | 20'760 | 20'760 | 20'527 | 20'527 | 62'340 CHF | 62'751 CHF | 100.00% | 100.00% |
05.07.2024 | 0.66% | 2.98 CHF | 3.00 CHF | 20'570 | 20'570 | 20'295 | 20'295 | 61'611 CHF | 62'018 CHF | 100.00% | 100.00% |
04.07.2024 | 0.66% | 3.04 CHF | 3.06 CHF | 20'730 | 20'730 | 20'533 | 20'533 | 62'418 CHF | 62'829 CHF | 100.00% | 100.00% |
03.07.2024 | 0.67% | 3.03 CHF | 3.05 CHF | 20'780 | 20'780 | 20'642 | 20'642 | 61'747 CHF | 62'160 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 2.99 CHF | 3.01 CHF | 21'220 | 21'220 | 21'157 | 21'157 | 61'476 CHF | 61'899 CHF | 99.71% | 99.71% |
01.07.2024 | 0.68% | 2.91 CHF | 2.93 CHF | 21'450 | 21'450 | 21'168 | 21'168 | 62'392 CHF | 62'815 CHF | 99.83% | 99.95% |