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% | 2.89 CHF | 2.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'403 CHF | 146'903 CHF | 99.39% | 99.39% |
12.07.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'466 CHF | 157'966 CHF | 99.09% | 99.09% |
11.07.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'299 CHF | 150'799 CHF | 84.98% | 84.98% |
10.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'621 CHF | 144'121 CHF | 95.46% | 95.46% |
09.07.2024 | 0.35% | 2.74 CHF | 2.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'429 CHF | 142'929 CHF | 99.04% | 99.04% |
08.07.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'997 CHF | 147'497 CHF | 99.24% | 99.24% |
05.07.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'941 CHF | 144'441 CHF | 99.39% | 99.39% |
04.07.2024 | 0.38% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'037 CHF | 131'537 CHF | 99.39% | 99.39% |
03.07.2024 | 0.45% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'149 CHF | 111'649 CHF | 98.64% | 98.64% |
02.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'265 CHF | 107'765 CHF | 99.07% | 99.07% |