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 | 0.60% | 3.46 CHF | 3.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 178'672 CHF | 179'746 CHF | 98.73% | 98.73% |
12.07.2024 | 0.59% | 3.61 CHF | 3.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 178'343 CHF | 179'405 CHF | 99.38% | 99.38% |
11.07.2024 | 0.62% | 3.59 CHF | 3.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 179'157 CHF | 180'267 CHF | 99.13% | 99.13% |
10.07.2024 | 0.63% | 3.54 CHF | 3.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 176'010 CHF | 177'116 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 3.60 CHF | 3.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 180'258 CHF | 181'284 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 3.48 CHF | 3.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'834 CHF | 174'858 CHF | 100.00% | 100.00% |
05.07.2024 | 0.62% | 3.41 CHF | 3.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 172'856 CHF | 173'924 CHF | 99.62% | 99.62% |
04.07.2024 | 0.64% | 3.50 CHF | 3.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 174'321 CHF | 175'432 CHF | 99.38% | 99.38% |
03.07.2024 | 0.60% | 3.50 CHF | 3.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'130 CHF | 174'170 CHF | 99.73% | 99.73% |
02.07.2024 | 0.64% | 3.43 CHF | 3.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 167'123 CHF | 168'191 CHF | 99.61% | 99.61% |