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 | 0.64% | 3.32 CHF | 3.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'645 CHF | 172'747 CHF | 98.73% | 98.73% |
12.07.2024 | 0.63% | 3.47 CHF | 3.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'320 CHF | 172'405 CHF | 99.38% | 99.38% |
11.07.2024 | 0.64% | 3.44 CHF | 3.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 172'120 CHF | 173'229 CHF | 99.13% | 99.13% |
10.07.2024 | 0.65% | 3.40 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 168'938 CHF | 170'048 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 3.45 CHF | 3.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'201 CHF | 174'284 CHF | 100.00% | 100.00% |
08.07.2024 | 0.65% | 3.34 CHF | 3.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'767 CHF | 167'858 CHF | 100.00% | 100.00% |
05.07.2024 | 0.66% | 3.27 CHF | 3.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 165'821 CHF | 166'924 CHF | 99.62% | 99.62% |
04.07.2024 | 0.64% | 3.36 CHF | 3.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 167'322 CHF | 168'398 CHF | 99.38% | 99.38% |
03.07.2024 | 0.66% | 3.35 CHF | 3.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'070 CHF | 167'170 CHF | 99.73% | 99.73% |
02.07.2024 | 0.69% | 3.29 CHF | 3.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'088 CHF | 161'197 CHF | 100.00% | 100.00% |