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 | 0.30% | 3.37 CHF | 3.38 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 304'586 CHF | 305'486 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 303'003 CHF | 303'903 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 90'000 | 90'000 | 89'917 | 89'917 | 299'120 CHF | 300'020 CHF | 99.99% | 99.99% |
10.07.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 291'830 CHF | 292'730 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 289'150 CHF | 290'056 CHF | 99.99% | 99.99% |
08.07.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 90'000 | 90'000 | 90'069 | 90'069 | 293'035 CHF | 293'936 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 291'842 CHF | 292'742 CHF | 100.00% | 100.00% |
04.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 294'437 CHF | 295'337 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 90'000 | 90'000 | 90'309 | 90'309 | 290'495 CHF | 291'398 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 296'546 CHF | 297'496 CHF | 99.99% | 99.99% |