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% | 3.11 CHF | 3.12 CHF | 41'200 | 41'200 | 41'173 | 41'173 | 127'347 CHF | 127'759 CHF | 100.00% | 100.00% |
12.07.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 42'800 | 42'800 | 43'026 | 43'026 | 132'951 CHF | 133'381 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 44'800 | 44'800 | 44'616 | 44'616 | 133'068 CHF | 133'515 CHF | 100.00% | 100.00% |
10.07.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 44'300 | 44'300 | 44'619 | 44'619 | 126'391 CHF | 126'837 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 44'100 | 44'100 | 43'984 | 43'984 | 128'118 CHF | 128'558 CHF | 100.00% | 100.00% |
08.07.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 43'900 | 43'900 | 43'719 | 43'719 | 129'599 CHF | 130'036 CHF | 100.00% | 100.00% |
05.07.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 43'000 | 43'000 | 42'742 | 42'742 | 130'911 CHF | 131'339 CHF | 99.81% | 99.81% |
04.07.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 44'300 | 44'300 | 44'087 | 44'087 | 133'962 CHF | 134'403 CHF | 99.49% | 99.49% |
03.07.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 45'200 | 45'200 | 45'012 | 45'012 | 133'312 CHF | 133'762 CHF | 99.36% | 99.36% |
02.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 45'800 | 45'800 | 45'611 | 45'611 | 126'533 CHF | 126'989 CHF | 99.99% | 99.99% |