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 | 0.29% | 3.36 CHF | 3.37 CHF | 50'000 | 50'000 | 49'029 | 49'029 | 167'438 CHF | 167'929 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 167'230 CHF | 167'720 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 49'000 | 49'000 | 49'822 | 49'822 | 164'971 CHF | 165'470 CHF | 99.98% | 99.98% |
10.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 50'000 | 50'000 | 50'097 | 50'097 | 162'268 CHF | 162'769 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 50'000 | 50'000 | 49'524 | 49'524 | 166'259 CHF | 166'754 CHF | 99.75% | 99.75% |
08.07.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 50'000 | 50'000 | 49'672 | 49'672 | 166'476 CHF | 166'973 CHF | 99.28% | 99.28% |
05.07.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 49'941 | 49'941 | 166'360 CHF | 166'860 CHF | 100.00% | 100.00% |
04.07.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 49'000 | 49'000 | 49'994 | 49'994 | 166'441 CHF | 166'941 CHF | 99.61% | 99.61% |
03.07.2024 | 0.30% | 3.24 CHF | 3.25 CHF | 50'000 | 50'000 | 49'706 | 49'706 | 165'323 CHF | 165'820 CHF | 99.99% | 99.99% |
02.07.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 50'353 | 50'353 | 162'534 CHF | 163'037 CHF | 99.99% | 99.99% |