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% | 3.25 CHF | 3.26 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 147'255 CHF | 147'704 CHF | 99.99% | 99.99% |
12.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 146'163 CHF | 146'613 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 45'000 | 45'000 | 44'892 | 44'892 | 147'821 CHF | 148'271 CHF | 99.98% | 99.98% |
10.07.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 146'154 CHF | 146'604 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 144'555 CHF | 145'005 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 144'559 CHF | 145'009 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 143'701 CHF | 144'161 CHF | 100.00% | 100.00% |
04.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 143'361 CHF | 143'821 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 46'000 | 46'000 | 46'242 | 46'242 | 140'018 CHF | 140'481 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 142'150 CHF | 142'610 CHF | 99.99% | 99.99% |