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 | 0.59% | 3.29 CHF | 3.31 CHF | 35'000 | 35'000 | 34'980 | 34'980 | 119'048 CHF | 119'748 CHF | 99.99% | 99.99% |
12.07.2024 | 0.59% | 3.44 CHF | 3.46 CHF | 35'000 | 35'000 | 44'295 | 44'295 | 150'392 CHF | 151'278 CHF | 100.00% | 100.00% |
11.07.2024 | 0.58% | 3.41 CHF | 3.43 CHF | 46'000 | 46'000 | 45'974 | 45'974 | 156'923 CHF | 157'843 CHF | 99.98% | 99.98% |
10.07.2024 | 0.60% | 3.37 CHF | 3.39 CHF | 46'000 | 46'000 | 46'382 | 46'382 | 155'350 CHF | 156'278 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 3.43 CHF | 3.45 CHF | 46'000 | 46'000 | 46'319 | 46'319 | 159'117 CHF | 160'028 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 58'000 | 58'000 | 58'147 | 58'147 | 192'859 CHF | 193'440 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 59'000 | 59'000 | 58'354 | 58'354 | 192'383 CHF | 192'967 CHF | 99.99% | 99.99% |
04.07.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 58'000 | 58'000 | 58'046 | 58'046 | 193'114 CHF | 193'694 CHF | 100.00% | 100.00% |
03.07.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 58'000 | 58'000 | 58'284 | 58'284 | 192'452 CHF | 193'034 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 59'000 | 59'000 | 59'378 | 59'378 | 188'882 CHF | 189'476 CHF | 99.99% | 99.99% |