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 | 0.58% | 3.43 CHF | 3.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 177'145 CHF | 178'172 CHF | 98.73% | 98.73% |
12.07.2024 | 0.58% | 3.58 CHF | 3.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 176'820 CHF | 177'845 CHF | 99.38% | 99.38% |
11.07.2024 | 0.62% | 3.55 CHF | 3.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 177'619 CHF | 178'728 CHF | 99.05% | 99.05% |
10.07.2024 | 0.63% | 3.51 CHF | 3.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 174'438 CHF | 175'548 CHF | 100.00% | 100.00% |
09.07.2024 | 0.60% | 3.56 CHF | 3.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 178'701 CHF | 179'784 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 3.45 CHF | 3.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 172'334 CHF | 173'358 CHF | 100.00% | 100.00% |
05.07.2024 | 0.64% | 3.38 CHF | 3.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'321 CHF | 172'424 CHF | 99.62% | 99.62% |
04.07.2024 | 0.62% | 3.47 CHF | 3.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 172'822 CHF | 173'898 CHF | 99.38% | 99.38% |
03.07.2024 | 0.64% | 3.46 CHF | 3.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'570 CHF | 172'670 CHF | 99.73% | 99.73% |
02.07.2024 | 0.67% | 3.40 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 165'589 CHF | 166'699 CHF | 99.98% | 99.98% |