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% | 3.49 CHF | 3.50 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 315'670 CHF | 316'570 CHF | 99.99% | 99.99% |
12.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 314'280 CHF | 315'180 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 90'000 | 90'000 | 89'915 | 89'915 | 310'345 CHF | 311'245 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 302'993 CHF | 303'893 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 300'157 CHF | 301'063 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 90'000 | 90'000 | 90'070 | 90'070 | 304'018 CHF | 304'919 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 302'962 CHF | 303'862 CHF | 99.99% | 99.99% |
04.07.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 305'538 CHF | 306'438 CHF | 100.00% | 100.00% |
03.07.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 90'000 | 90'000 | 90'308 | 90'308 | 301'504 CHF | 302'407 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 307'996 CHF | 308'946 CHF | 100.00% | 100.00% |