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% | 3.00 CHF | 3.01 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 136'393 CHF | 136'842 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 135'276 CHF | 135'726 CHF | 99.99% | 99.99% |
11.07.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 137'019 CHF | 137'468 CHF | 99.99% | 99.99% |
10.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 135'285 CHF | 135'735 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 133'696 CHF | 134'146 CHF | 100.00% | 100.00% |
08.07.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 133'676 CHF | 134'126 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 132'603 CHF | 133'063 CHF | 99.99% | 99.99% |
04.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 132'243 CHF | 132'703 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 46'000 | 46'000 | 46'243 | 46'243 | 128'873 CHF | 129'336 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 131'037 CHF | 131'497 CHF | 100.00% | 100.00% |