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% | 3.81 CHF | 3.82 CHF | 50'000 | 50'000 | 49'029 | 49'029 | 189'345 CHF | 189'835 CHF | 99.99% | 99.99% |
12.07.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 189'060 CHF | 189'550 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 3.84 CHF | 3.85 CHF | 49'000 | 49'000 | 49'822 | 49'822 | 187'176 CHF | 187'674 CHF | 100.00% | 100.00% |
10.07.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 50'000 | 50'000 | 50'098 | 50'098 | 184'641 CHF | 185'142 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.75 CHF | 3.76 CHF | 50'000 | 50'000 | 49'523 | 49'523 | 188'361 CHF | 188'856 CHF | 99.78% | 99.78% |
08.07.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 50'000 | 50'000 | 49'673 | 49'673 | 188'598 CHF | 189'095 CHF | 99.26% | 99.26% |
05.07.2024 | 0.26% | 3.73 CHF | 3.74 CHF | 50'000 | 50'000 | 49'941 | 49'941 | 188'626 CHF | 189'125 CHF | 100.00% | 100.00% |
04.07.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 49'000 | 49'000 | 49'994 | 49'994 | 188'741 CHF | 189'241 CHF | 99.54% | 99.54% |
03.07.2024 | 0.26% | 3.68 CHF | 3.69 CHF | 50'000 | 50'000 | 49'706 | 49'706 | 187'428 CHF | 187'925 CHF | 100.00% | 100.00% |
02.07.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 50'000 | 50'000 | 50'353 | 50'353 | 184'964 CHF | 185'468 CHF | 100.00% | 100.00% |