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 | 0.67% | 3.16 CHF | 3.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 163'458 CHF | 164'561 CHF | 98.73% | 98.73% |
12.07.2024 | 0.68% | 3.31 CHF | 3.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 163'155 CHF | 164'265 CHF | 99.38% | 99.38% |
11.07.2024 | 0.66% | 3.28 CHF | 3.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 163'952 CHF | 165'042 CHF | 99.15% | 99.15% |
10.07.2024 | 0.67% | 3.24 CHF | 3.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'812 CHF | 161'900 CHF | 100.00% | 100.00% |
09.07.2024 | 0.66% | 3.29 CHF | 3.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 165'072 CHF | 166'171 CHF | 100.00% | 100.00% |
08.07.2024 | 0.67% | 3.17 CHF | 3.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 158'686 CHF | 159'751 CHF | 100.00% | 100.00% |
05.07.2024 | 0.69% | 3.10 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'646 CHF | 158'743 CHF | 99.47% | 99.47% |
04.07.2024 | 0.67% | 3.20 CHF | 3.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'222 CHF | 160'298 CHF | 99.38% | 99.38% |
03.07.2024 | 0.69% | 3.19 CHF | 3.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'939 CHF | 159'032 CHF | 99.73% | 99.73% |
02.07.2024 | 0.71% | 3.13 CHF | 3.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 151'934 CHF | 153'021 CHF | 99.61% | 99.61% |