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 | 0.33% | 3.04 CHF | 3.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 301'343 CHF | 302'343 CHF | 99.39% | 99.39% |
12.07.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 302'262 CHF | 303'262 CHF | 99.07% | 99.07% |
11.07.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 293'576 CHF | 294'576 CHF | 98.68% | 98.68% |
10.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 289'953 CHF | 290'953 CHF | 95.51% | 95.51% |
09.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 286'607 CHF | 287'607 CHF | 99.05% | 99.05% |
08.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 314'479 CHF | 315'479 CHF | 99.24% | 99.24% |
05.07.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 319'253 CHF | 320'253 CHF | 99.39% | 99.39% |
04.07.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 318'121 CHF | 319'121 CHF | 99.39% | 99.39% |
03.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 312'444 CHF | 313'444 CHF | 98.64% | 98.64% |
02.07.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 300'973 CHF | 301'973 CHF | 99.04% | 99.04% |