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 | 0.25% | 3.98 CHF | 3.99 CHF | 42'000 | 42'000 | 41'947 | 41'947 | 165'796 CHF | 166'215 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 164'630 CHF | 165'050 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 3.86 CHF | 3.87 CHF | 42'000 | 42'000 | 41'974 | 41'974 | 165'455 CHF | 165'875 CHF | 100.00% | 100.00% |
10.07.2024 | 0.26% | 3.94 CHF | 3.95 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 164'364 CHF | 164'784 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 163'625 CHF | 164'045 CHF | 99.99% | 99.99% |
08.07.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 165'611 CHF | 166'024 CHF | 100.00% | 100.00% |
05.07.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 165'794 CHF | 166'213 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 164'596 CHF | 165'016 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 163'598 CHF | 164'026 CHF | 100.00% | 100.00% |
02.07.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 43'000 | 43'000 | 43'496 | 43'496 | 160'088 CHF | 160'523 CHF | 100.00% | 100.00% |