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 | 0.26% | 3.86 CHF | 3.87 CHF | 42'000 | 42'000 | 41'947 | 41'947 | 160'551 CHF | 160'970 CHF | 100.00% | 100.00% |
12.07.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 159'392 CHF | 159'812 CHF | 100.00% | 100.00% |
11.07.2024 | 0.26% | 3.73 CHF | 3.74 CHF | 42'000 | 42'000 | 41'974 | 41'974 | 160'221 CHF | 160'641 CHF | 99.99% | 99.99% |
10.07.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 159'039 CHF | 159'459 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.73 CHF | 3.74 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 158'402 CHF | 158'822 CHF | 100.00% | 100.00% |
08.07.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 160'470 CHF | 160'884 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 160'481 CHF | 160'900 CHF | 99.99% | 99.99% |
04.07.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 159'277 CHF | 159'697 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 158'279 CHF | 158'707 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 43'000 | 43'000 | 43'496 | 43'496 | 154'595 CHF | 155'029 CHF | 100.00% | 100.00% |