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 | 0.52% | 4.04 CHF | 4.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 201'685 CHF | 202'728 CHF | 98.73% | 98.73% |
12.07.2024 | 0.51% | 4.00 CHF | 4.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 196'988 CHF | 197'988 CHF | 99.38% | 99.38% |
11.07.2024 | 0.52% | 3.91 CHF | 3.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 193'013 CHF | 194'013 CHF | 94.38% | 94.38% |
10.07.2024 | 0.55% | 3.77 CHF | 3.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 187'064 CHF | 188'099 CHF | 99.31% | 99.31% |
09.07.2024 | 0.77% | 3.76 CHF | 3.79 CHF | 25'000 | 25'000 | 26'781 | 26'781 | 102'492 CHF | 103'270 CHF | 99.84% | 99.84% |
08.07.2024 | 0.31% | 3.83 CHF | 3.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 191'056 CHF | 191'655 CHF | 99.17% | 99.17% |
05.07.2024 | 0.32% | 3.70 CHF | 3.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 187'713 CHF | 188'315 CHF | 99.61% | 99.61% |
04.07.2024 | 0.33% | 3.74 CHF | 3.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 186'133 CHF | 186'739 CHF | 98.25% | 98.25% |
03.07.2024 | 0.33% | 3.64 CHF | 3.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 180'070 CHF | 180'668 CHF | 99.31% | 99.31% |
02.07.2024 | 0.35% | 3.53 CHF | 3.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'987 CHF | 174'591 CHF | 93.48% | 93.48% |