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 | 0.28% | 3.48 CHF | 3.49 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 157'805 CHF | 158'254 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 156'747 CHF | 157'197 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 45'000 | 45'000 | 44'892 | 44'892 | 158'377 CHF | 158'827 CHF | 99.99% | 99.99% |
10.07.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 156'713 CHF | 157'163 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 155'122 CHF | 155'572 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 155'133 CHF | 155'583 CHF | 99.69% | 99.69% |
05.07.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 154'509 CHF | 154'969 CHF | 100.00% | 100.00% |
04.07.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 154'177 CHF | 154'637 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 46'000 | 46'000 | 46'242 | 46'242 | 150'892 CHF | 151'355 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 152'948 CHF | 153'408 CHF | 100.00% | 100.00% |