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 | 0.34% | 2.83 CHF | 2.84 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 146'765 CHF | 147'261 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 50'000 | 50'000 | 49'531 | 49'530 | 148'079 CHF | 148'572 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 50'000 | 50'000 | 49'536 | 49'536 | 148'512 CHF | 149'008 CHF | 99.94% | 99.94% |
10.07.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 149'482 CHF | 149'977 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 147'080 CHF | 147'575 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 140'830 CHF | 141'326 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 139'711 CHF | 140'207 CHF | 99.97% | 99.97% |
04.07.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 141'496 CHF | 141'992 CHF | 100.00% | 100.00% |
03.07.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 146'767 CHF | 147'263 CHF | 99.86% | 99.86% |
02.07.2024 | 0.33% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 152'076 CHF | 152'571 CHF | 99.73% | 99.73% |