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 | 0.30% | 3.35 CHF | 3.36 CHF | 50'000 | 50'000 | 48'239 | 48'239 | 161'798 CHF | 162'281 CHF | 99.99% | 99.99% |
12.07.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 162'262 CHF | 162'739 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 49'000 | 49'000 | 47'695 | 47'695 | 162'156 CHF | 162'633 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 161'304 CHF | 161'791 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 162'768 CHF | 163'254 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 161'352 CHF | 161'838 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 50'000 | 50'000 | 47'920 | 47'920 | 163'380 CHF | 163'859 CHF | 99.81% | 99.81% |
04.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 166'557 CHF | 167'035 CHF | 99.49% | 99.49% |
03.07.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 163'745 CHF | 164'224 CHF | 99.37% | 99.37% |
02.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 51'000 | 51'000 | 49'539 | 49'539 | 161'887 CHF | 162'382 CHF | 100.00% | 100.00% |