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 | 0.27% | 3.70 CHF | 3.71 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 241'189 CHF | 241'839 CHF | 100.00% | 100.00% |
12.07.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 241'061 CHF | 241'711 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 65'000 | 65'000 | 64'944 | 64'944 | 241'001 CHF | 241'651 CHF | 100.00% | 100.00% |
10.07.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 241'782 CHF | 242'432 CHF | 99.99% | 99.99% |
09.07.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 239'942 CHF | 240'592 CHF | 100.00% | 100.00% |
08.07.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 245'101 CHF | 245'751 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.74 CHF | 3.75 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 245'373 CHF | 246'023 CHF | 100.00% | 100.00% |
04.07.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 245'290 CHF | 245'940 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 243'284 CHF | 243'934 CHF | 100.00% | 100.00% |
02.07.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 241'153 CHF | 241'803 CHF | 100.00% | 100.00% |