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 | 0.33% | 3.01 CHF | 3.02 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 272'541 CHF | 273'441 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 271'182 CHF | 272'082 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 90'000 | 90'000 | 89'914 | 89'914 | 267'385 CHF | 268'285 CHF | 100.00% | 100.00% |
10.07.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 259'995 CHF | 260'895 CHF | 99.99% | 99.99% |
09.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 90'000 | 90'000 | 90'470 | 90'470 | 256'976 CHF | 257'882 CHF | 100.00% | 100.00% |
08.07.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 90'000 | 90'000 | 90'070 | 90'070 | 260'976 CHF | 261'876 CHF | 99.98% | 99.98% |
05.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 259'937 CHF | 260'837 CHF | 100.00% | 100.00% |
04.07.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 262'525 CHF | 263'425 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 90'000 | 90'000 | 90'309 | 90'309 | 258'371 CHF | 259'274 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 262'706 CHF | 263'656 CHF | 100.00% | 100.00% |