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% | 3.23 CHF | 3.24 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 146'765 CHF | 147'214 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 145'656 CHF | 146'106 CHF | 99.99% | 99.99% |
11.07.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 45'000 | 45'000 | 44'893 | 44'893 | 147'307 CHF | 147'756 CHF | 99.98% | 99.98% |
10.07.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 145'656 CHF | 146'106 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 144'060 CHF | 144'510 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 144'075 CHF | 144'525 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 143'244 CHF | 143'704 CHF | 100.00% | 100.00% |
04.07.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 142'912 CHF | 143'372 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 46'000 | 46'000 | 46'242 | 46'242 | 139'603 CHF | 140'065 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 141'702 CHF | 142'162 CHF | 99.99% | 99.99% |