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% | 2.93 CHF | 2.94 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 102'835 CHF | 103'185 CHF | 99.39% | 99.39% |
12.07.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 103'613 CHF | 103'963 CHF | 99.07% | 99.07% |
11.07.2024 | 0.35% | 2.99 CHF | 3.00 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 101'041 CHF | 101'391 CHF | 85.71% | 85.71% |
10.07.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 97'940 CHF | 98'290 CHF | 95.48% | 95.48% |
09.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 92'238 CHF | 92'588 CHF | 99.05% | 99.05% |
08.07.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 92'192 CHF | 92'542 CHF | 99.23% | 99.23% |
05.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 91'997 CHF | 92'347 CHF | 99.39% | 99.39% |
04.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 89'839 CHF | 90'189 CHF | 99.39% | 99.39% |
03.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 86'433 CHF | 86'783 CHF | 98.63% | 98.63% |
02.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 85'819 CHF | 86'169 CHF | 99.05% | 99.05% |