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 | 0.29% | 3.46 CHF | 3.47 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 156'848 CHF | 157'298 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 155'795 CHF | 156'245 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 45'000 | 45'000 | 44'893 | 44'893 | 157'411 CHF | 157'860 CHF | 99.99% | 99.99% |
10.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 155'782 CHF | 156'232 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 154'181 CHF | 154'631 CHF | 99.99% | 99.99% |
08.07.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 154'201 CHF | 154'651 CHF | 99.68% | 99.68% |
05.07.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 153'583 CHF | 154'043 CHF | 100.00% | 100.00% |
04.07.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 153'255 CHF | 153'715 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 46'000 | 46'000 | 46'242 | 46'242 | 149'985 CHF | 150'448 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 152'033 CHF | 152'493 CHF | 100.00% | 100.00% |