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 | 0.63% | 3.16 CHF | 3.18 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 63'579 CHF | 63'979 CHF | 99.52% | 99.52% |
12.07.2024 | 0.62% | 3.21 CHF | 3.23 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 64'039 CHF | 64'439 CHF | 99.52% | 99.52% |
11.07.2024 | 0.62% | 3.22 CHF | 3.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 64'816 CHF | 65'216 CHF | 98.31% | 98.31% |
10.07.2024 | 0.61% | 3.34 CHF | 3.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'420 CHF | 65'820 CHF | 99.51% | 99.51% |
09.07.2024 | 0.61% | 3.25 CHF | 3.27 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'188 CHF | 65'588 CHF | 99.53% | 99.53% |
08.07.2024 | 0.56% | 3.43 CHF | 3.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 70'912 CHF | 71'312 CHF | 99.50% | 99.50% |
05.07.2024 | 0.54% | 3.59 CHF | 3.61 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 74'597 CHF | 74'997 CHF | 98.48% | 98.48% |
04.07.2024 | 0.52% | 3.83 CHF | 3.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 76'257 CHF | 76'657 CHF | 98.66% | 98.66% |
03.07.2024 | 0.54% | 3.75 CHF | 3.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 73'548 CHF | 73'948 CHF | 99.03% | 99.03% |
02.07.2024 | 0.62% | 3.22 CHF | 3.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 64'607 CHF | 65'007 CHF | 99.44% | 99.44% |