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 | 0.62% | 3.40 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 175'363 CHF | 176'458 CHF | 98.73% | 98.73% |
12.07.2024 | 0.61% | 3.55 CHF | 3.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 175'045 CHF | 176'123 CHF | 99.38% | 99.38% |
11.07.2024 | 0.62% | 3.52 CHF | 3.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 175'856 CHF | 176'951 CHF | 99.11% | 99.11% |
10.07.2024 | 0.63% | 3.48 CHF | 3.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 172'717 CHF | 173'812 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 3.53 CHF | 3.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 176'970 CHF | 178'072 CHF | 100.00% | 100.00% |
08.07.2024 | 0.61% | 3.41 CHF | 3.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 170'534 CHF | 171'571 CHF | 100.00% | 100.00% |
05.07.2024 | 0.64% | 3.34 CHF | 3.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 169'558 CHF | 170'647 CHF | 99.59% | 99.59% |
04.07.2024 | 0.65% | 3.43 CHF | 3.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'054 CHF | 172'165 CHF | 99.38% | 99.38% |
03.07.2024 | 0.61% | 3.43 CHF | 3.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 169'850 CHF | 170'888 CHF | 99.73% | 99.73% |
02.07.2024 | 0.65% | 3.37 CHF | 3.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 163'833 CHF | 164'897 CHF | 99.99% | 99.99% |