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 | 0.31% | 3.25 CHF | 3.26 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 294'444 CHF | 295'344 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 292'993 CHF | 293'893 CHF | 99.99% | 99.99% |
11.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 90'000 | 90'000 | 89'913 | 89'913 | 289'110 CHF | 290'010 CHF | 99.99% | 99.99% |
10.07.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 281'771 CHF | 282'671 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 90'000 | 90'000 | 90'470 | 90'470 | 278'963 CHF | 279'869 CHF | 100.00% | 100.00% |
08.07.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 90'000 | 90'000 | 90'070 | 90'070 | 282'980 CHF | 283'880 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 281'722 CHF | 282'622 CHF | 100.00% | 100.00% |
04.07.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 284'313 CHF | 285'213 CHF | 100.00% | 100.00% |
03.07.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 90'000 | 90'000 | 90'309 | 90'309 | 280'359 CHF | 281'262 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 285'770 CHF | 286'720 CHF | 100.00% | 100.00% |