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% | 3.92 CHF | 3.93 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 177'686 CHF | 178'135 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 176'648 CHF | 177'098 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 45'000 | 45'000 | 44'894 | 44'894 | 178'221 CHF | 178'671 CHF | 99.99% | 99.99% |
10.07.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 176'612 CHF | 177'062 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 174'998 CHF | 175'448 CHF | 100.00% | 100.00% |
08.07.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 175'038 CHF | 175'488 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 174'865 CHF | 175'325 CHF | 100.00% | 100.00% |
04.07.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 174'504 CHF | 174'964 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 46'000 | 46'000 | 46'242 | 46'242 | 171'342 CHF | 171'804 CHF | 100.00% | 100.00% |
02.07.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 173'295 CHF | 173'755 CHF | 100.00% | 100.00% |