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 | 0.34% | 3.09 CHF | 3.10 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 146'457 CHF | 146'953 CHF | 99.99% | 99.99% |
12.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 50'000 | 50'000 | 49'532 | 49'531 | 145'580 CHF | 146'073 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 3.05 CHF | 3.06 CHF | 50'000 | 50'000 | 49'534 | 49'534 | 145'642 CHF | 146'138 CHF | 99.81% | 99.81% |
10.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 145'288 CHF | 145'784 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 2.83 CHF | 2.84 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 147'698 CHF | 148'194 CHF | 99.91% | 99.91% |
08.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 153'333 CHF | 153'828 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 155'399 CHF | 155'895 CHF | 100.00% | 100.00% |
04.07.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 154'357 CHF | 154'853 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 149'948 CHF | 150'444 CHF | 100.00% | 100.00% |
02.07.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 145'153 CHF | 145'649 CHF | 99.70% | 99.70% |