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% | 3.09 CHF | 3.10 CHF | 81'000 | 81'000 | 80'995 | 80'995 | 249'698 CHF | 250'508 CHF | 100.00% | 100.00% |
12.07.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 251'083 CHF | 251'889 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 82'000 | 82'000 | 81'611 | 81'611 | 247'929 CHF | 248'745 CHF | 100.00% | 100.00% |
10.07.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 248'582 CHF | 249'393 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 250'382 CHF | 251'193 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 256'633 CHF | 257'423 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 257'759 CHF | 258'542 CHF | 99.80% | 99.80% |
04.07.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 78'000 | 78'000 | 78'602 | 78'602 | 258'432 CHF | 259'218 CHF | 99.49% | 99.49% |
03.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 255'059 CHF | 255'852 CHF | 99.37% | 99.37% |
02.07.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 252'781 CHF | 253'585 CHF | 100.00% | 100.00% |