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% | 3.40 CHF | 3.41 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 222'276 CHF | 222'931 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 226'497 CHF | 227'141 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 65'000 | 65'000 | 64'829 | 64'829 | 221'935 CHF | 222'584 CHF | 99.61% | 99.61% |
10.07.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 65'000 | 65'000 | 65'351 | 65'351 | 219'278 CHF | 219'933 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 65'000 | 65'000 | 65'089 | 65'089 | 221'438 CHF | 222'089 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 221'643 CHF | 222'288 CHF | 100.00% | 100.00% |
05.07.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 227'315 CHF | 227'950 CHF | 100.00% | 100.00% |
04.07.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 64'000 | 64'000 | 63'424 | 63'424 | 224'711 CHF | 225'346 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 65'000 | 65'000 | 63'768 | 63'768 | 223'879 CHF | 224'517 CHF | 99.82% | 99.82% |
02.07.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 64'000 | 64'000 | 62'799 | 62'799 | 225'951 CHF | 226'580 CHF | 100.00% | 100.00% |