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 | 0.27% | 3.66 CHF | 3.67 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 366'187 CHF | 183'594 CHF | 97.68% | 97.68% |
12.07.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 368'460 CHF | 184'730 CHF | 97.81% | 97.81% |
11.07.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 370'542 CHF | 185'771 CHF | 98.79% | 98.79% |
10.07.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 365'607 CHF | 183'304 CHF | 98.74% | 98.74% |
09.07.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 381'664 CHF | 191'332 CHF | 98.39% | 98.39% |
08.07.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 380'183 CHF | 190'592 CHF | 98.81% | 98.81% |
05.07.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 385'040 CHF | 193'020 CHF | 98.24% | 98.24% |
04.07.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 395'526 CHF | 198'263 CHF | 98.59% | 98.59% |
03.07.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 394'705 CHF | 197'852 CHF | 98.73% | 98.73% |
02.07.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 403'935 CHF | 202'468 CHF | 98.26% | 98.26% |