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 | 0.68% | 3.09 CHF | 3.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'863 CHF | 160'958 CHF | 98.73% | 98.73% |
12.07.2024 | 0.69% | 3.24 CHF | 3.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'545 CHF | 160'655 CHF | 99.38% | 99.38% |
11.07.2024 | 0.68% | 3.21 CHF | 3.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'359 CHF | 161'451 CHF | 99.11% | 99.11% |
10.07.2024 | 0.69% | 3.17 CHF | 3.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'217 CHF | 158'312 CHF | 100.00% | 100.00% |
09.07.2024 | 0.68% | 3.22 CHF | 3.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'470 CHF | 162'572 CHF | 99.97% | 99.97% |
08.07.2024 | 0.70% | 3.10 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'071 CHF | 156'154 CHF | 100.00% | 100.00% |
05.07.2024 | 0.70% | 3.03 CHF | 3.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'058 CHF | 155'147 CHF | 99.59% | 99.59% |
04.07.2024 | 0.69% | 3.13 CHF | 3.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'638 CHF | 156'722 CHF | 99.38% | 99.38% |
03.07.2024 | 0.70% | 3.12 CHF | 3.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'350 CHF | 155'439 CHF | 99.73% | 99.73% |
02.07.2024 | 0.74% | 3.06 CHF | 3.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'334 CHF | 149'441 CHF | 100.00% | 100.00% |