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 | 0.31% | 3.16 CHF | 3.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 237'977 CHF | 238'727 CHF | 99.39% | 99.39% |
12.07.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 230'258 CHF | 231'008 CHF | 99.08% | 99.08% |
11.07.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 220'259 CHF | 221'009 CHF | 98.49% | 98.49% |
10.07.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 213'595 CHF | 214'345 CHF | 95.49% | 95.49% |
09.07.2024 | 0.35% | 2.77 CHF | 2.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'006 CHF | 211'756 CHF | 99.05% | 99.05% |
08.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 215'657 CHF | 216'407 CHF | 99.24% | 99.24% |
05.07.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 217'311 CHF | 218'061 CHF | 99.39% | 99.39% |
04.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 210'989 CHF | 211'739 CHF | 99.39% | 99.39% |
03.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'309 CHF | 212'059 CHF | 98.63% | 98.63% |
02.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'147 CHF | 204'897 CHF | 99.06% | 99.06% |