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 | 0.34% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'380 CHF | 147'880 CHF | 99.39% | 99.39% |
12.07.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'550 CHF | 149'050 CHF | 99.09% | 99.09% |
11.07.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'618 CHF | 150'118 CHF | 98.25% | 98.25% |
10.07.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'262 CHF | 147'762 CHF | 95.49% | 95.49% |
09.07.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'234 CHF | 155'734 CHF | 99.05% | 99.05% |
08.07.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'529 CHF | 155'029 CHF | 99.22% | 99.22% |
05.07.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'853 CHF | 157'353 CHF | 99.38% | 99.38% |
04.07.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'115 CHF | 162'615 CHF | 99.38% | 99.38% |
03.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'734 CHF | 162'234 CHF | 98.63% | 98.63% |
02.07.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'446 CHF | 166'946 CHF | 99.05% | 99.05% |