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 | 0.29% | 3.41 CHF | 3.42 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 341'127 CHF | 171'064 CHF | 97.67% | 97.67% |
12.07.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 343'427 CHF | 172'214 CHF | 97.83% | 97.83% |
11.07.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 345'534 CHF | 173'267 CHF | 98.79% | 98.79% |
10.07.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 340'658 CHF | 170'829 CHF | 98.76% | 98.76% |
09.07.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 356'731 CHF | 178'866 CHF | 98.39% | 98.39% |
08.07.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 355'248 CHF | 178'124 CHF | 98.80% | 98.80% |
05.07.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 360'060 CHF | 180'530 CHF | 98.26% | 98.26% |
04.07.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 370'549 CHF | 185'775 CHF | 98.59% | 98.59% |
03.07.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 369'736 CHF | 185'368 CHF | 98.73% | 98.73% |
02.07.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 379'051 CHF | 190'026 CHF | 98.26% | 98.26% |