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% | 3.70 CHF | 3.71 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 167'552 CHF | 168'001 CHF | 100.00% | 100.00% |
12.07.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 166'502 CHF | 166'952 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 45'000 | 45'000 | 44'894 | 44'894 | 168'116 CHF | 168'565 CHF | 99.99% | 99.99% |
10.07.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 166'501 CHF | 166'951 CHF | 99.99% | 99.99% |
09.07.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 164'860 CHF | 165'310 CHF | 100.00% | 100.00% |
08.07.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 164'908 CHF | 165'358 CHF | 100.00% | 100.00% |
05.07.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 164'482 CHF | 164'942 CHF | 100.00% | 100.00% |
04.07.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 164'172 CHF | 164'632 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 46'000 | 46'000 | 46'243 | 46'243 | 160'931 CHF | 161'394 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 162'941 CHF | 163'401 CHF | 100.00% | 100.00% |