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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 175'000 | 175'000 | 174'185 | 174'185 | 609'852 CHF | 611'595 CHF | 100.00% | 100.00% |
24.07.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 175'000 | 175'000 | 174'611 | 174'611 | 584'326 CHF | 586'072 CHF | 100.00% | 100.00% |
23.07.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 570'039 CHF | 571'789 CHF | 100.00% | 100.00% |
22.07.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 572'264 CHF | 574'014 CHF | 100.00% | 100.00% |
19.07.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 588'285 CHF | 590'035 CHF | 100.00% | 100.00% |
18.07.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 175'000 | 175'000 | 174'612 | 174'612 | 571'728 CHF | 573'474 CHF | 100.00% | 100.00% |
17.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 569'460 CHF | 571'210 CHF | 99.75% | 99.75% |
16.07.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 583'386 CHF | 585'136 CHF | 100.00% | 100.00% |
15.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 556'868 CHF | 558'618 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 564'633 CHF | 566'383 CHF | 100.00% | 100.00% |