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 | 0.28% | 3.55 CHF | 3.56 CHF | 34'000 | 34'000 | 33'845 | 33'845 | 122'464 CHF | 122'803 CHF | 99.99% | 99.99% |
12.07.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 34'700 | 34'700 | 34'553 | 34'553 | 132'120 CHF | 132'465 CHF | 99.99% | 99.99% |
11.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 36'400 | 36'400 | 36'804 | 36'804 | 133'790 CHF | 134'158 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 3.54 CHF | 3.55 CHF | 39'300 | 39'300 | 39'921 | 39'921 | 132'805 CHF | 133'204 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 41'400 | 41'400 | 41'008 | 41'008 | 132'616 CHF | 133'026 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 40'600 | 40'600 | 40'416 | 40'416 | 130'322 CHF | 130'727 CHF | 99.99% | 99.99% |
05.07.2024 | 0.30% | 3.22 CHF | 3.23 CHF | 39'900 | 39'900 | 39'161 | 39'161 | 131'218 CHF | 131'609 CHF | 99.80% | 99.80% |
04.07.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 38'800 | 38'800 | 38'768 | 38'768 | 128'350 CHF | 128'737 CHF | 99.49% | 99.49% |
03.07.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 39'400 | 39'400 | 39'237 | 39'237 | 133'783 CHF | 134'176 CHF | 99.37% | 99.37% |
02.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 38'500 | 38'500 | 38'329 | 38'329 | 123'071 CHF | 123'455 CHF | 99.99% | 99.99% |