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 | 0.26% | 3.81 CHF | 3.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 193'432 CHF | 193'932 CHF | 99.39% | 99.39% |
12.07.2024 | 0.26% | 3.73 CHF | 3.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 192'130 CHF | 192'630 CHF | 99.06% | 99.06% |
11.07.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 188'105 CHF | 188'605 CHF | 98.73% | 98.73% |
10.07.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 50'000 | 50'000 | 40'043 | 40'047 | 145'665 CHF | 146'080 CHF | 95.45% | 95.45% |
09.07.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 89'741 CHF | 89'991 CHF | 99.03% | 99.03% |
08.07.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 87'462 CHF | 87'712 CHF | 99.24% | 99.24% |
05.07.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 88'805 CHF | 89'055 CHF | 99.39% | 99.39% |
04.07.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 90'976 CHF | 91'226 CHF | 99.39% | 99.39% |
03.07.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 92'527 CHF | 92'777 CHF | 98.64% | 98.64% |
02.07.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 96'192 CHF | 96'442 CHF | 99.05% | 99.05% |