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% | 3.81 CHF | 3.82 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 344'919 CHF | 345'819 CHF | 100.00% | 100.00% |
12.07.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 343'503 CHF | 344'403 CHF | 100.00% | 100.00% |
11.07.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 90'000 | 90'000 | 89'915 | 89'915 | 339'573 CHF | 340'473 CHF | 99.99% | 99.99% |
10.07.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 332'330 CHF | 333'230 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 90'000 | 90'000 | 90'470 | 90'470 | 329'659 CHF | 330'564 CHF | 100.00% | 100.00% |
08.07.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 90'000 | 90'000 | 90'070 | 90'070 | 333'426 CHF | 334'327 CHF | 100.00% | 100.00% |
05.07.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 332'342 CHF | 333'242 CHF | 100.00% | 100.00% |
04.07.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 334'937 CHF | 335'837 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 90'000 | 90'000 | 90'309 | 90'309 | 330'953 CHF | 331'856 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 339'106 CHF | 340'056 CHF | 99.98% | 99.98% |