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 | 100'000 | 100'000 | 100'000 | 100'000 | 389'992 CHF | 390'992 CHF | 99.58% | 99.58% |
12.07.2024 | 0.26% | 3.99 CHF | 4.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 385'343 CHF | 386'343 CHF | 98.66% | 98.66% |
11.07.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 373'270 CHF | 374'270 CHF | 97.73% | 97.73% |
10.07.2024 | 0.28% | 3.69 CHF | 3.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 362'855 CHF | 363'855 CHF | 99.66% | 99.66% |
09.07.2024 | 0.27% | 3.54 CHF | 3.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 365'100 CHF | 366'100 CHF | 99.59% | 99.59% |
08.07.2024 | 0.26% | 3.75 CHF | 3.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 379'337 CHF | 380'337 CHF | 99.99% | 99.99% |
05.07.2024 | 0.26% | 3.74 CHF | 3.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 382'495 CHF | 383'495 CHF | 98.91% | 98.91% |
04.07.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 371'492 CHF | 372'492 CHF | 98.97% | 98.97% |
03.07.2024 | 0.28% | 3.68 CHF | 3.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 362'642 CHF | 363'642 CHF | 99.14% | 99.14% |
02.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 346'127 CHF | 347'127 CHF | 99.77% | 99.77% |