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% | 3.59 CHF | 3.60 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 324'741 CHF | 325'641 CHF | 100.00% | 100.00% |
12.07.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 323'382 CHF | 324'282 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 90'000 | 90'000 | 89'916 | 89'916 | 319'542 CHF | 320'442 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 312'195 CHF | 313'095 CHF | 99.99% | 99.99% |
09.07.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 309'446 CHF | 310'352 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 90'000 | 90'000 | 90'069 | 90'069 | 313'213 CHF | 314'114 CHF | 99.98% | 99.98% |
05.07.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 312'137 CHF | 313'037 CHF | 100.00% | 100.00% |
04.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 314'725 CHF | 315'625 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 90'000 | 90'000 | 90'309 | 90'309 | 310'751 CHF | 311'654 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 317'806 CHF | 318'756 CHF | 100.00% | 100.00% |