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 | 0.34% | 2.99 CHF | 3.00 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 195'506 CHF | 196'161 CHF | 100.00% | 100.00% |
12.07.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 200'114 CHF | 200'759 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 65'000 | 65'000 | 64'826 | 64'826 | 195'329 CHF | 195'978 CHF | 99.43% | 99.43% |
10.07.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 65'000 | 65'000 | 65'352 | 65'352 | 192'425 CHF | 193'079 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 65'000 | 65'000 | 65'088 | 65'088 | 194'678 CHF | 195'330 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 195'244 CHF | 195'889 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 64'000 | 64'000 | 63'399 | 63'399 | 201'271 CHF | 201'906 CHF | 99.88% | 99.88% |
04.07.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 64'000 | 64'000 | 63'455 | 63'455 | 198'697 CHF | 199'332 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 65'000 | 65'000 | 63'810 | 63'810 | 197'689 CHF | 198'328 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 64'000 | 64'000 | 62'782 | 62'782 | 199'947 CHF | 200'576 CHF | 99.94% | 99.94% |