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 | 0.32% | 3.02 CHF | 3.03 CHF | 50'000 | 50'000 | 49'029 | 49'029 | 150'909 CHF | 151'399 CHF | 99.98% | 99.98% |
12.07.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 150'689 CHF | 151'179 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 49'000 | 49'000 | 49'822 | 49'822 | 148'086 CHF | 148'585 CHF | 99.97% | 99.97% |
10.07.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 50'000 | 50'000 | 50'097 | 50'097 | 145'333 CHF | 145'834 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 50'000 | 50'000 | 49'524 | 49'524 | 149'541 CHF | 150'036 CHF | 99.73% | 99.73% |
08.07.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 50'000 | 50'000 | 49'672 | 49'672 | 149'665 CHF | 150'161 CHF | 99.28% | 99.28% |
05.07.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 50'000 | 50'000 | 49'941 | 49'941 | 149'505 CHF | 150'004 CHF | 100.00% | 100.00% |
04.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 49'000 | 49'000 | 49'994 | 49'994 | 149'553 CHF | 150'053 CHF | 99.62% | 99.62% |
03.07.2024 | 0.33% | 2.90 CHF | 2.91 CHF | 50'000 | 50'000 | 49'706 | 49'706 | 148'529 CHF | 149'027 CHF | 99.99% | 99.99% |
02.07.2024 | 0.35% | 2.96 CHF | 2.97 CHF | 50'000 | 50'000 | 50'353 | 50'353 | 145'497 CHF | 146'000 CHF | 100.00% | 100.00% |