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 | 0.31% | 3.24 CHF | 3.25 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 162'288 CHF | 162'784 CHF | 99.83% | 99.83% |
12.07.2024 | 0.32% | 3.27 CHF | 3.28 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 158'358 CHF | 158'853 CHF | 100.00% | 100.00% |
11.07.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 155'938 CHF | 156'433 CHF | 99.11% | 99.11% |
10.07.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 153'154 CHF | 153'650 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 152'274 CHF | 152'769 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 151'594 CHF | 152'090 CHF | 100.00% | 100.00% |
05.07.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 50'000 | 50'000 | 49'531 | 49'529 | 153'117 CHF | 153'609 CHF | 99.77% | 99.77% |
04.07.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 149'674 CHF | 150'170 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 143'532 CHF | 144'027 CHF | 99.88% | 99.88% |
02.07.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 139'161 CHF | 139'657 CHF | 99.70% | 99.70% |