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% | 3.33 CHF | 3.34 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 217'779 CHF | 218'433 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 65'000 | 65'000 | 64'391 | 64'391 | 222'062 CHF | 222'707 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 65'000 | 65'000 | 64'834 | 64'834 | 217'482 CHF | 218'131 CHF | 99.28% | 99.28% |
10.07.2024 | 0.31% | 3.36 CHF | 3.37 CHF | 65'000 | 65'000 | 65'345 | 65'345 | 214'739 CHF | 215'393 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 65'000 | 65'000 | 65'093 | 65'093 | 216'938 CHF | 217'589 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 217'201 CHF | 217'846 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 222'934 CHF | 223'569 CHF | 100.00% | 100.00% |
04.07.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 64'000 | 64'000 | 63'423 | 63'423 | 220'300 CHF | 220'935 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 65'000 | 65'000 | 63'744 | 63'744 | 219'378 CHF | 220'016 CHF | 99.82% | 99.82% |
02.07.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 64'000 | 64'000 | 62'797 | 62'797 | 221'568 CHF | 222'196 CHF | 99.90% | 99.90% |