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 | 0.31% | 3.18 CHF | 3.19 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 207'465 CHF | 208'115 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 207'210 CHF | 207'860 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 65'000 | 65'000 | 64'943 | 64'943 | 207'223 CHF | 207'873 CHF | 99.99% | 99.99% |
10.07.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 208'168 CHF | 208'818 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 206'359 CHF | 207'009 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 211'504 CHF | 212'154 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 211'662 CHF | 212'312 CHF | 100.00% | 100.00% |
04.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 211'693 CHF | 212'343 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 209'753 CHF | 210'403 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 207'645 CHF | 208'295 CHF | 100.00% | 100.00% |