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% | 2.98 CHF | 2.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'786 CHF | 44'936 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 45'811 CHF | 45'961 CHF | 98.44% | 98.44% |
11.07.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'253 CHF | 46'403 CHF | 98.60% | 98.60% |
10.07.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 45'582 CHF | 45'732 CHF | 99.77% | 99.77% |
09.07.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'041 CHF | 46'191 CHF | 100.00% | 100.00% |
08.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'595 CHF | 44'745 CHF | 98.97% | 98.97% |
05.07.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'034 CHF | 44'184 CHF | 100.00% | 100.00% |
04.07.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 45'904 CHF | 46'054 CHF | 98.17% | 98.17% |
03.07.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 45'745 CHF | 45'895 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 45'344 CHF | 45'494 CHF | 99.97% | 99.97% |