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 | 0.33% | 3.03 CHF | 3.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 183'540 CHF | 184'140 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 3.05 CHF | 3.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 178'773 CHF | 179'373 CHF | 98.12% | 98.12% |
11.07.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 175'939 CHF | 176'539 CHF | 99.84% | 99.84% |
10.07.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 172'518 CHF | 173'118 CHF | 99.83% | 99.83% |
09.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 171'392 CHF | 171'992 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 170'684 CHF | 171'284 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 172'489 CHF | 173'089 CHF | 100.00% | 100.00% |
04.07.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 168'292 CHF | 168'892 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 160'907 CHF | 161'507 CHF | 99.51% | 99.51% |
02.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 155'672 CHF | 156'272 CHF | 100.00% | 100.00% |