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% | 3.40 CHF | 3.41 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'456 CHF | 62'656 CHF | 100.00% | 100.00% |
12.07.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'999 CHF | 63'199 CHF | 98.97% | 98.97% |
11.07.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'194 CHF | 62'394 CHF | 99.79% | 99.79% |
10.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'441 CHF | 65'641 CHF | 99.85% | 99.85% |
09.07.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 61'183 CHF | 61'383 CHF | 99.95% | 99.95% |
08.07.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 67'681 CHF | 67'881 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 3.57 CHF | 3.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 68'822 CHF | 69'022 CHF | 100.00% | 100.00% |
04.07.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 67'398 CHF | 67'598 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 68'660 CHF | 68'860 CHF | 99.17% | 99.17% |
02.07.2024 | 0.27% | 3.51 CHF | 3.52 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 74'722 CHF | 74'922 CHF | 99.94% | 99.94% |