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 | 0.27% | 3.72 CHF | 3.73 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 168'383 CHF | 168'832 CHF | 100.00% | 100.00% |
12.07.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 167'323 CHF | 167'773 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 45'000 | 45'000 | 44'893 | 44'893 | 168'950 CHF | 169'400 CHF | 99.99% | 99.99% |
10.07.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 167'331 CHF | 167'781 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 165'688 CHF | 166'138 CHF | 100.00% | 100.00% |
08.07.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 165'716 CHF | 166'166 CHF | 100.00% | 100.00% |
05.07.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 165'319 CHF | 165'779 CHF | 100.00% | 100.00% |
04.07.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 164'953 CHF | 165'413 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 46'000 | 46'000 | 46'242 | 46'242 | 161'745 CHF | 162'207 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 163'759 CHF | 164'219 CHF | 100.00% | 100.00% |