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 | 0.47% | 4.07 CHF | 4.09 CHF | 30'800 | 30'800 | 30'720 | 30'720 | 129'977 CHF | 130'591 CHF | 99.99% | 99.99% |
12.07.2024 | 0.25% | 4.71 CHF | 4.72 CHF | 36'900 | 36'900 | 37'330 | 37'330 | 149'331 CHF | 149'705 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.72 CHF | 3.73 CHF | 42'000 | 42'000 | 41'809 | 41'809 | 145'997 CHF | 146'415 CHF | 99.95% | 99.95% |
10.07.2024 | 0.32% | 3.38 CHF | 3.39 CHF | 47'100 | 47'100 | 47'628 | 47'628 | 150'176 CHF | 150'652 CHF | 99.99% | 99.99% |
09.07.2024 | 0.31% | 2.85 CHF | 2.86 CHF | 41'000 | 41'000 | 40'057 | 40'057 | 128'161 CHF | 128'562 CHF | 99.73% | 99.73% |
08.07.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 39'600 | 39'600 | 39'436 | 39'436 | 145'366 CHF | 145'761 CHF | 99.30% | 99.30% |
05.07.2024 | 0.26% | 3.60 CHF | 3.61 CHF | 39'300 | 39'300 | 38'573 | 38'573 | 150'493 CHF | 150'878 CHF | 99.98% | 99.98% |
04.07.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 40'100 | 40'100 | 39'934 | 39'934 | 142'984 CHF | 143'383 CHF | 99.59% | 99.59% |
03.07.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 43'100 | 43'100 | 43'202 | 43'202 | 147'195 CHF | 147'627 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 39'900 | 39'900 | 39'735 | 39'735 | 130'244 CHF | 130'641 CHF | 99.97% | 99.97% |