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% | 3.07 CHF | 3.08 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 148'528 CHF | 149'019 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 49'000 | 49'000 | 49'026 | 49'026 | 148'365 CHF | 148'855 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 50'000 | 50'000 | 49'758 | 49'758 | 148'864 CHF | 149'362 CHF | 100.00% | 100.00% |
10.07.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 50'066 | 50'066 | 147'053 CHF | 147'554 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 2.85 CHF | 2.86 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 146'153 CHF | 146'656 CHF | 100.00% | 100.00% |
08.07.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 151'896 CHF | 152'383 CHF | 99.99% | 99.99% |
05.07.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 48'000 | 48'000 | 48'216 | 48'216 | 151'851 CHF | 152'333 CHF | 100.00% | 100.00% |
04.07.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 153'227 CHF | 153'707 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 150'228 CHF | 150'718 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 51'000 | 51'000 | 50'910 | 50'910 | 146'385 CHF | 146'894 CHF | 100.00% | 100.00% |