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 | 0.52% | 3.84 CHF | 3.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 383'845 CHF | 385'845 CHF | 98.99% | 98.99% |
12.07.2024 | 0.52% | 3.82 CHF | 3.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 382'573 CHF | 384'573 CHF | 74.82% | 74.82% |
11.07.2024 | 0.52% | 3.82 CHF | 3.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 381'440 CHF | 383'440 CHF | 64.98% | 64.98% |
10.07.2024 | 0.52% | 3.82 CHF | 3.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 380'618 CHF | 382'618 CHF | 94.90% | 94.90% |
09.07.2024 | 0.53% | 3.82 CHF | 3.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 376'653 CHF | 378'653 CHF | 99.44% | 99.44% |
08.07.2024 | 0.53% | 3.75 CHF | 3.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 375'897 CHF | 377'897 CHF | 99.81% | 99.81% |
05.07.2024 | 0.53% | 3.73 CHF | 3.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 373'604 CHF | 375'604 CHF | 99.73% | 99.73% |
04.07.2024 | 0.53% | 3.76 CHF | 3.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 375'792 CHF | 377'792 CHF | 99.81% | 99.81% |
03.07.2024 | 0.53% | 3.72 CHF | 3.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 374'175 CHF | 376'175 CHF | 99.10% | 99.10% |
02.07.2024 | 0.52% | 3.78 CHF | 3.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 382'438 CHF | 384'438 CHF | 99.80% | 99.80% |