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 | 0.26% | 3.88 CHF | 3.89 CHF | 20'600 | 20'600 | 20'515 | 20'515 | 78'627 CHF | 78'832 CHF | 100.00% | 100.00% |
12.07.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 20'500 | 20'500 | 20'693 | 20'693 | 79'433 CHF | 79'640 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 21'500 | 21'500 | 21'640 | 21'640 | 80'129 CHF | 80'345 CHF | 100.00% | 100.00% |
10.07.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 22'000 | 22'000 | 21'944 | 21'944 | 79'876 CHF | 80'096 CHF | 99.99% | 99.99% |
09.07.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 21'700 | 21'700 | 21'794 | 21'794 | 77'337 CHF | 77'555 CHF | 100.00% | 100.00% |
08.07.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 21'700 | 21'700 | 21'611 | 21'611 | 78'869 CHF | 79'085 CHF | 99.98% | 99.98% |
05.07.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 21'600 | 21'600 | 21'283 | 21'283 | 79'959 CHF | 80'171 CHF | 99.81% | 99.81% |
04.07.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 21'900 | 21'900 | 21'773 | 21'773 | 80'234 CHF | 80'452 CHF | 99.50% | 99.50% |
03.07.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 22'600 | 22'600 | 22'508 | 22'508 | 82'011 CHF | 82'236 CHF | 99.36% | 99.36% |
02.07.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 22'700 | 22'700 | 22'772 | 22'772 | 77'062 CHF | 77'290 CHF | 99.99% | 99.99% |