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 | 0.50% | 4.13 CHF | 4.15 CHF | 33'600 | 33'600 | 33'961 | 33'961 | 135'488 CHF | 136'168 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 3.96 CHF | 3.98 CHF | 34'200 | 34'200 | 34'320 | 34'320 | 134'091 CHF | 134'777 CHF | 100.00% | 100.00% |
11.07.2024 | 0.53% | 3.65 CHF | 3.67 CHF | 34'400 | 34'400 | 35'718 | 35'718 | 135'029 CHF | 135'743 CHF | 99.98% | 99.98% |
10.07.2024 | 0.55% | 3.78 CHF | 3.80 CHF | 36'600 | 36'600 | 37'198 | 37'198 | 134'402 CHF | 135'146 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 3.49 CHF | 3.51 CHF | 37'600 | 37'600 | 37'918 | 37'918 | 135'715 CHF | 136'474 CHF | 100.00% | 100.00% |
08.07.2024 | 0.57% | 3.59 CHF | 3.61 CHF | 38'200 | 38'200 | 37'115 | 37'118 | 130'188 CHF | 130'940 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 3.60 CHF | 3.62 CHF | 36'400 | 36'400 | 37'119 | 37'119 | 135'708 CHF | 136'451 CHF | 99.77% | 99.77% |
04.07.2024 | 0.55% | 3.68 CHF | 3.70 CHF | 37'600 | 37'600 | 37'540 | 37'540 | 136'788 CHF | 137'539 CHF | 100.00% | 100.00% |
03.07.2024 | 0.55% | 3.71 CHF | 3.73 CHF | 37'500 | 37'500 | 38'815 | 38'815 | 140'277 CHF | 141'053 CHF | 100.00% | 100.00% |
02.07.2024 | 0.59% | 3.45 CHF | 3.47 CHF | 39'800 | 39'800 | 40'040 | 40'040 | 135'003 CHF | 135'804 CHF | 99.99% | 99.99% |