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 | 0.70% | 3.34 CHF | 3.35 CHF | 92'000 | 92'000 | 29'695 | 29'695 | 98'489 CHF | 98'929 CHF | 98.81% | 98.81% |
12.07.2024 | 0.71% | 3.32 CHF | 3.33 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 99'032 CHF | 99'483 CHF | 100.00% | 100.00% |
11.07.2024 | 0.67% | 3.45 CHF | 3.46 CHF | 90'000 | 90'000 | 28'383 | 28'383 | 99'130 CHF | 99'551 CHF | 99.98% | 99.98% |
10.07.2024 | 0.65% | 3.50 CHF | 3.51 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 100'948 CHF | 101'371 CHF | 99.90% | 99.90% |
09.07.2024 | 0.65% | 3.69 CHF | 3.70 CHF | 86'000 | 86'000 | 27'921 | 27'921 | 101'763 CHF | 102'182 CHF | 99.98% | 99.98% |
08.07.2024 | 0.65% | 3.55 CHF | 3.56 CHF | 88'000 | 88'000 | 28'330 | 28'330 | 101'255 CHF | 101'678 CHF | 99.98% | 99.98% |
05.07.2024 | 0.65% | 3.60 CHF | 3.61 CHF | 88'000 | 88'000 | 28'184 | 28'184 | 101'093 CHF | 101'515 CHF | 99.71% | 99.71% |
04.07.2024 | 0.70% | 3.56 CHF | 3.58 CHF | 18'000 | 18'000 | 13'208 | 13'208 | 47'346 CHF | 47'658 CHF | 94.02% | 94.02% |
03.07.2024 | 0.63% | 3.63 CHF | 3.64 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 102'559 CHF | 102'978 CHF | 99.52% | 99.52% |
02.07.2024 | 0.66% | 3.64 CHF | 3.65 CHF | 86'000 | 86'000 | 27'844 | 27'844 | 100'258 CHF | 100'674 CHF | 100.00% | 100.00% |