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 | 0.70% | 3.39 CHF | 3.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 170'910 CHF | 172'115 CHF | 89.57% | 89.57% |
12.07.2024 | 0.68% | 3.40 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 169'576 CHF | 170'742 CHF | 99.01% | 99.01% |
11.07.2024 | 0.71% | 3.34 CHF | 3.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'311 CHF | 167'492 CHF | 99.09% | 99.09% |
10.07.2024 | 0.74% | 3.25 CHF | 3.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'635 CHF | 160'817 CHF | 99.38% | 99.38% |
09.07.2024 | 0.76% | 3.12 CHF | 3.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'811 CHF | 157'001 CHF | 99.81% | 99.81% |
08.07.2024 | 0.73% | 3.20 CHF | 3.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'296 CHF | 161'470 CHF | 98.30% | 98.30% |
05.07.2024 | 0.73% | 3.17 CHF | 3.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'543 CHF | 160'704 CHF | 98.90% | 98.90% |
04.07.2024 | 0.73% | 3.22 CHF | 3.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'836 CHF | 163'022 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 3.21 CHF | 3.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'444 CHF | 158'636 CHF | 99.11% | 99.11% |
02.07.2024 | 0.78% | 3.07 CHF | 3.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'036 CHF | 151'218 CHF | 100.00% | 100.00% |