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 | 0.32% | 3.19 CHF | 3.20 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 208'900 CHF | 209'555 CHF | 99.98% | 99.98% |
12.07.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 65'000 | 65'000 | 64'391 | 64'391 | 213'312 CHF | 213'957 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 65'000 | 65'000 | 64'843 | 64'843 | 208'686 CHF | 209'335 CHF | 99.83% | 99.83% |
10.07.2024 | 0.32% | 3.23 CHF | 3.24 CHF | 65'000 | 65'000 | 65'352 | 65'352 | 205'850 CHF | 206'505 CHF | 99.97% | 99.97% |
09.07.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 65'000 | 65'000 | 65'133 | 65'133 | 208'188 CHF | 208'840 CHF | 99.93% | 99.93% |
08.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 208'429 CHF | 209'074 CHF | 99.91% | 99.91% |
05.07.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 214'284 CHF | 214'919 CHF | 99.99% | 99.99% |
04.07.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 64'000 | 64'000 | 63'444 | 63'444 | 211'686 CHF | 212'321 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 65'000 | 65'000 | 63'765 | 63'765 | 210'713 CHF | 211'351 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 64'000 | 64'000 | 62'804 | 62'804 | 212'980 CHF | 213'609 CHF | 99.91% | 99.91% |