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 | 0.28% | 3.59 CHF | 3.60 CHF | 38'000 | 38'000 | 38'080 | 38'080 | 136'429 CHF | 136'810 CHF | 100.00% | 100.00% |
12.07.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 38'000 | 38'000 | 38'222 | 38'222 | 136'436 CHF | 136'818 CHF | 99.99% | 99.99% |
11.07.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 136'697 CHF | 137'077 CHF | 99.98% | 99.98% |
10.07.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 39'000 | 39'000 | 39'178 | 39'178 | 135'434 CHF | 135'826 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 39'000 | 39'000 | 38'999 | 38'999 | 135'120 CHF | 135'511 CHF | 100.00% | 100.00% |
08.07.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 39'000 | 39'000 | 38'849 | 38'849 | 137'277 CHF | 137'665 CHF | 99.99% | 99.99% |
05.07.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 38'000 | 38'000 | 38'077 | 38'077 | 136'983 CHF | 137'364 CHF | 100.00% | 100.00% |
04.07.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 136'235 CHF | 136'615 CHF | 100.00% | 100.00% |
03.07.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 38'000 | 38'000 | 38'271 | 38'271 | 136'327 CHF | 136'709 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 39'000 | 39'000 | 39'512 | 39'512 | 135'559 CHF | 135'954 CHF | 100.00% | 100.00% |