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 | 0.72% | 2.93 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'145 CHF | 153'247 CHF | 98.73% | 98.73% |
12.07.2024 | 0.71% | 3.08 CHF | 3.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 151'820 CHF | 152'905 CHF | 99.38% | 99.38% |
11.07.2024 | 0.72% | 3.05 CHF | 3.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'619 CHF | 153'728 CHF | 99.06% | 99.06% |
10.07.2024 | 0.74% | 3.01 CHF | 3.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'438 CHF | 150'548 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 3.06 CHF | 3.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'701 CHF | 154'784 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 2.95 CHF | 2.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'334 CHF | 148'358 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 2.88 CHF | 2.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'356 CHF | 147'424 CHF | 99.62% | 99.62% |
04.07.2024 | 0.75% | 2.97 CHF | 2.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'821 CHF | 148'932 CHF | 99.37% | 99.37% |
03.07.2024 | 0.70% | 2.97 CHF | 2.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'635 CHF | 147'670 CHF | 99.73% | 99.73% |
02.07.2024 | 0.76% | 2.90 CHF | 2.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'623 CHF | 141'692 CHF | 99.60% | 99.60% |