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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 15'880 | 15'880 | 15'798 | 15'798 | 62'338 CHF | 62'496 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 16'050 | 16'050 | 15'935 | 15'935 | 66'911 CHF | 67'071 CHF | 99.60% | 99.60% |
10.07.2024 | 0.22% | 4.40 CHF | 4.41 CHF | 16'220 | 16'220 | 16'215 | 16'215 | 75'918 CHF | 76'080 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 16'480 | 16'480 | 16'300 | 16'300 | 78'592 CHF | 78'755 CHF | 99.26% | 99.26% |
08.07.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 16'590 | 16'590 | 16'415 | 16'415 | 82'342 CHF | 82'506 CHF | 99.99% | 99.99% |
05.07.2024 | 0.21% | 5.02 CHF | 5.03 CHF | 16'590 | 16'590 | 16'327 | 16'327 | 79'057 CHF | 79'221 CHF | 99.82% | 99.82% |
04.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 16'620 | 16'620 | 16'540 | 16'540 | 85'437 CHF | 85'603 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 4.75 CHF | 4.76 CHF | 16'420 | 16'420 | 16'197 | 16'197 | 75'566 CHF | 75'729 CHF | 99.84% | 99.84% |
02.07.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 16'210 | 16'210 | 16'097 | 16'097 | 73'816 CHF | 73'977 CHF | 99.00% | 99.00% |
01.07.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 16'110 | 16'110 | 15'978 | 15'978 | 70'673 CHF | 70'833 CHF | 96.93% | 98.02% |