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 | 0.25% | 3.93 CHF | 3.94 CHF | 80'000 | 80'000 | 79'425 | 79'425 | 320'105 CHF | 320'900 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 79'000 | 79'000 | 79'814 | 79'814 | 321'344 CHF | 322'142 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 80'000 | 80'000 | 79'976 | 79'976 | 316'143 CHF | 316'944 CHF | 99.80% | 99.80% |
10.07.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 80'000 | 80'000 | 80'992 | 80'992 | 315'912 CHF | 316'722 CHF | 100.00% | 100.00% |
09.07.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 81'000 | 81'000 | 80'307 | 80'307 | 315'830 CHF | 316'634 CHF | 99.73% | 99.73% |
08.07.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 81'000 | 81'000 | 80'737 | 80'737 | 315'451 CHF | 316'258 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 81'000 | 81'000 | 80'891 | 80'891 | 316'084 CHF | 316'893 CHF | 99.81% | 99.81% |
04.07.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 81'000 | 81'000 | 80'708 | 80'708 | 316'083 CHF | 316'890 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 81'000 | 81'000 | 81'000 | 81'000 | 313'794 CHF | 314'604 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 81'000 | 81'000 | 81'605 | 81'605 | 310'820 CHF | 311'636 CHF | 99.99% | 99.99% |