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 | 0.25% | 3.95 CHF | 3.96 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 178'907 CHF | 179'356 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 177'871 CHF | 178'321 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 45'000 | 45'000 | 44'893 | 44'893 | 179'466 CHF | 179'916 CHF | 99.99% | 99.99% |
10.07.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 177'853 CHF | 178'303 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 176'215 CHF | 176'665 CHF | 100.00% | 100.00% |
08.07.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 176'254 CHF | 176'704 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 176'073 CHF | 176'533 CHF | 99.99% | 99.99% |
04.07.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 175'756 CHF | 176'216 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 46'000 | 46'000 | 46'242 | 46'242 | 172'571 CHF | 173'034 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 174'520 CHF | 174'980 CHF | 100.00% | 100.00% |