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 | 0.71% | 3.50 CHF | 3.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 178'271 CHF | 179'545 CHF | 95.74% | 95.74% |
12.07.2024 | 0.73% | 3.52 CHF | 3.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 170'959 CHF | 172'220 CHF | 93.53% | 93.53% |
11.07.2024 | 0.75% | 3.36 CHF | 3.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'228 CHF | 167'487 CHF | 99.04% | 99.04% |
10.07.2024 | 0.78% | 3.27 CHF | 3.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'704 CHF | 160'954 CHF | 100.00% | 100.00% |
09.07.2024 | 0.77% | 3.19 CHF | 3.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'102 CHF | 163'352 CHF | 99.97% | 99.97% |
08.07.2024 | 0.77% | 3.24 CHF | 3.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'002 CHF | 162'252 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 3.18 CHF | 3.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'627 CHF | 165'887 CHF | 98.76% | 98.76% |
04.07.2024 | 0.76% | 3.31 CHF | 3.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'737 CHF | 165'987 CHF | 99.47% | 99.47% |
03.07.2024 | 0.77% | 3.27 CHF | 3.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'536 CHF | 163'786 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 3.16 CHF | 3.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'740 CHF | 158'000 CHF | 99.95% | 99.95% |