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% | 3.40 CHF | 3.41 CHF | 50'000 | 50'000 | 48'238 | 48'238 | 164'371 CHF | 164'853 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 49'000 | 49'000 | 47'736 | 47'736 | 164'879 CHF | 165'357 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 49'000 | 49'000 | 47'695 | 47'695 | 164'812 CHF | 165'289 CHF | 99.99% | 99.99% |
10.07.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 50'000 | 50'000 | 48'768 | 48'768 | 163'936 CHF | 164'424 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 50'000 | 50'000 | 48'622 | 48'622 | 165'396 CHF | 165'882 CHF | 99.99% | 99.99% |
08.07.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 163'927 CHF | 164'414 CHF | 99.99% | 99.99% |
05.07.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 50'000 | 50'000 | 47'920 | 47'920 | 165'984 CHF | 166'463 CHF | 99.82% | 99.82% |
04.07.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 49'000 | 49'000 | 47'717 | 47'717 | 169'191 CHF | 169'668 CHF | 99.50% | 99.50% |
03.07.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 49'000 | 49'000 | 47'902 | 47'902 | 166'412 CHF | 166'891 CHF | 99.36% | 99.36% |
02.07.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 51'000 | 51'000 | 49'538 | 49'538 | 164'549 CHF | 165'044 CHF | 99.99% | 99.99% |